Is the anxiety a new thing or are you prone to anxiety generally anyway - as many of us are.
Firstly, it is common for anxiety to ramp up when meno hits.
Secondly, because HRT has had such a bad press, many women really worry about being on it. There is also still a stigma over HRT because using HRT is often seen as a weakness as many ( including the medical profession) feel menopause is something we should just cope with.
Thirdly, most drugs and treatments will bring side effects and people mostly accept this and put up with side effects because they want the benefits of the treatments. It's only if the side effects outweigh the benefits that it makes any treatment not really worth taking - one exception being cancer treatments.
The sore breasts should settle with a lower dose of oestrogen but I am wondering whether you are very sensitive to progesterone and even the low systemic absorption of the Mirena is too much for you. I'm afraid there are some women who do react very negatively to progesterone.
For some it appears that very high doses of oestrogen can help with anxiety, whereas others do better in lower doses. I really think you should persevere on the lower dose for a while and try some relaxation techniques ( which I rely on heavily)) to control the anxiety. DG x