There’s a big difference between agreeing with someone, and acknowledging their emotional state.
In these situations people just want to hear you acknowledge that you understand they are in pain, no necessary agree with their cause of action.
If you’re not sure what to ask, then your best course of action is to enquire about why they think they feel a certain way. Why does they job makes them stressful, why does talking with a certain person make them anxious. You’re not rendering judgement on their emotions or feels, you simply acknowledge they are what they are, and that’s normal.
For some specifics the following might be useful:
“Why do you think X makes you anxious”
Once they answer
“Yes, I understand now why that might make you anxious”
Or
“It’s perfectly normal to feel anxious”
If there behaviour is causing issues:
“It’s perfectly normal to feel anxious, that’s ok, but the way you’re dealing with it is causing issues for X. Perhaps we can find a better way for you to cope?”
For more, it’s worth looking at Mental Health First Aid. It can provide a number of very practical tips of dealing with someone in crisis, which are also excellent for helping those that just need to vent to someone.