the only time I ever suffered from anything close to anxiety, I think is in a tunnel.
I always get, what I call "claustophobia" going through highway tunnels, like under water.
One time my daughter Jen recalls, that I got lost and took the wrong exit, (I did this often

) and we were in the Harbor Tunnel, so it was too late to turn around.,once you are in that lane, you are stuck with it.
As we paid the ticket and went through, I started to hyperventilate, and told Jen, - who was only 12 at the time, "Jen, if mom passes out,you will need to take the wheel and drive".....or something like that, warning her.
Thankfully nothing happened, but she recalls that explicitly.
I usually just try to do my breathing exercises when this happened, deep breathe, hold it and exhale rapidly through the nose..
It usually helps to calm me.