Someone said to me once "Relax! Nothing is under control."
Worry about what you can control βwhich is very little, especially when facing a world crisis like climate changeβ and accept what you can't.
The people who should be fixing this mess are not you or I. It's the big corporations and the Governments that should regulate them through robust, uncompromising climate policies. Vote for Governments with honest, solid climate agendas.
Other than that, contributions from individuals like you and I are but a drop in the boiling ocean of global warming. By all means, keep doing what you're doing. It certainly doesn't hurt to lead a more sustainable lifestyle but don't feel bad if you don't do everything you're supposed to do. Don't let the real culprits here gaslight you into thinking otherwise.
Again, if you're worried more about your mental health than the problem itself at this stage, it's ok to feel that way. Many of us do. But the best advice I can give you is to just accept there's nothing you can really do about the situation. Whatever happens, happens. Easier said than done, I know, but once you "learn" to accept this fact, your anxiety will drop right down.