You need to give TRT time. It'll take a few weeks for the first effects to become apparent. Dosage and protocol might need to be tweaked.
I'd suggest giving it another two or three months before abandoning it. Get blood tests in a few weeks, and make changes from that if necessary.
I don't know much about anxiety, but I suffer from depression, and I believe that there's a certain amount of commonality between them.
TRT can help depression, particularly when it's treatment resistant, but it's not a cure. I think that aspect is oversold. From my experience, I'd characterise it as being as effective as a low dose SSRI such as 50 mg of Sertraline / Zoloft.
Take a look at BigNoKnow's YouTube channel. He's found TRT to be helpful, but still has problems.