could be numerous factors :
what is your estrogen level sitting at?
How are your liver enzymes?
Estrogen follows 2 detox pathways, that is, through the liver or through the gut. If you are not passing stool daily or drinking alcohol or using prescription meds that will impact the liver function. if you arent passing stool daily, estrogen can reconjugate throught the system and raise e2 levels, and that can then raise thyroixine binding globulin which means that thyroid hormones do not reach intended tissues correctly.
do you suffer from bloating and gas after a protein heavy meal? do you have signs of bruising? if so then iron and ferratin could be low from low stomach acidity. if you chronically use anything for heart burn this will also be an issue as it lowers stomach acidity more and food ends up fermenting instead of digesting, which will then raise amonia levels and that will fuel brain fog and potentially anxiety?
Do you have high Hematocrit, Hemoglobin, and RBC? That could indicate possible sleep apnea, high RBC, and hemoglobin ?
Do you have sufficient levels of vitamin D? Taking D3 and magnesium together has been shown to improve anxiety.
You would need to see TSH, T3, and T4 levels, as hypothyroidism is a good cause of feeling cold, and is very related to low stomach acidity.
Potentially, you may be thiamine-deficient, as thiamine deficiency is commonly low in hypothyroid sufferers and can also fuel anxiety.
Is your diet driven by carbs and sugar? The spike in blood sugar will also drive up anxiety and inflammation.
not a 1 size fits all problem, and it's not a 1 size fits all rectification