what zheep said about putting things on paper also really helped me out -
for instance when im really overwhelmed, i will write down all the individual things giving me stress. I will then order them in order of what's giving me the most anxiety/what is the most important to deal with etc, some sort of order of 'importance' if that makes sense. for me this would be a variety of things, like studies, family issues, friends etc.
at this point id try to rationalise these situations as well as writing down what exactly i could do in order to feel less anxious from these individual things. a lot of the time this would make me feel much more comfortable because not only is being honest about your anxiety a little relieving but sometimes putting thoughts on paper shows me that the problems I have are absolutely manageable. the reason why i personally format it like a list is because i work through it from the 'most important' to the least and when im having a real bad day it feels good to see ive almost ticked something off if that makes sense.
aswell as this, if your feeling extremely anxious and are not making any progress in whatever you are doing (for me, this would usually be studying) then my advice is to stop completely and take a break. the worst ive felt is forcing myself to keep going forward in order to meet some sort of schedule. not only did i usually not make any progress in situations like this, but i also felt so much more anxious afterwards. when im in these situations now i acknowledge that i feel overwhelmed and just take a break to recollect my thoughts, at which point ill try again.