I also deal with (diagnosed and managed with medication) depression and anxiety. I noticed the same thing you have with regard to the anxiety, and I echo what those above have said about reducing or eliminating caffeine if you haven't already - that has really helped me.
I'm not sure where you are in your whole30 but I also wanted to mention that my anxiety seemed to peak around days 12-15 and since then has dropped off considerably to pre-whole30 levels. My take on it is that the increased energy I started to experience around week 2 partially manifested in a jumpy, jittery, anxious type of energy until my body (and brain) adjusted. So you may find that the anxiety will naturally level off as your body gets used to having more energy.