Obviously I don’t know you so any advice may be helpful or not. That said, it sounds like you’re actually making your self anxious (since you say that). So ruminating on your worries may be making it worse. You can find advice online such as Stop Being Anxious About Being Anxious | Psychology Today and A Simple but Effective Trick to Stop Worrying So Much | Psychology Today which may be helpful or not.
One observation to add is that many students find study abroad one of the most rewarding things they did in college. At various times were they lonely, worried, lost (including actually lost), feeling like it was too much to handle? Sure. But in retrospect they realized they could have those feelings and see things come out ok. As a post-college adult to move abroad means having to find a place to live, likely knowing nobody, finding a job, etc. Doing it in a study abroad program provides a big safety net. You have a place to live, you’ll be around other students, it’s time limited instead of a long-term or permanent move, food and finances are arranged. You still will face challenges but will have a support system and the safety net helps from being completely overwhelmed.