I also have trouble with anxiety, which was much worse before I went gluten free, but is still something I have to deal with 6 years on.
A few possibilities:
- as others said, you might need to be much more strict with your diet. Go through your kitchen and throw-out/replace anything that could be contaminated. Try cooking for yourself for a month to see if that makes a difference. cross-contamination might not do much once, but if you're eating out frequently then you could be getting hit more than your gut can handle. It's hard, but a full cleaning out can really make a difference.
- you could have another intolerance. I've had to cut out dairy and soy. Soy especially gets my anxiety symptoms going. You could try cutting one or both out for a few weeks and see if that makes a difference. Maybe it's something else? Try keeping a food diary and seeing if anything sets your anxiety off.
- the third, and maybe more difficult to face, is that you might have an anxiety disorder that might be affected by gluten, but isn't going to get better with diet alone. Talk to your doctor, or see a psychiatist about whether therapy and/or medication might be right for you. Honestly, it took me a long time to accept that my anxiety was more than just my gut being unhappy. There's help out there.
Anyway, it can be a lot of work to get it all figured out, but it's worth it in the long run.