One thing I will mention for light anxiety when it relates to illustration is managing expectations. (NOTE: This is not meant as a post for clinical and/or severe anxiety).
Managing expectations can have a huge effect on how it feels to create art (and a lot of other things too!).For example, if I had two students and was able to see what they wanted to get out of an illustration.
Student A wants "an award winning illustration that is better than anything else they have previously done".
Student B wants "to focus on making time for illustration and working on process".
Which one of these students will have more anxiety? Of course student A will! If you have an "outcome" goal, the pressure is huge. If you have a "process" goal, it makes it much more relaxing.
I tell students to make process goals only. For example, "I will do artwork for 2 hours each day". That takes the pressure off if the work isn't what you hoped it would be. As long as you are putting in the 2 hours and giving it your best, you hit your goal! Success is built this way. In small and attainable goals.
Hope that helps in some way.