Hi! I have anxiety so I can relate to how you are feeling. This summer I went away on my own for a volunteering program and I was terrified but I learned that it can help to build a fear ladder (only if you are comfortable with it). During the three weeks, take little steps up the ladder. For example, if the top of the ladder is going abroad, the first step of the ladder could be a small related fear, like maybe picking up prescriptions on your own (couldn’t think of a good example, sorry).
I don’t know if you get what I am trying to say, but once I climbed my fear ladder and went to volunteer, I was incredibly proud of myself and I think in the end you would feel the same way, however remember that you are not obligated to study abroad if you don’t feel comfortable. Wishing you the best! 