I also suffered a lot of anxiety during chemo. I have wondered if the drugs we are given are part of the cause of the anxiety.
Apart from the sensible things you have tried and the helpful things mentioned in other posts, Especially counseling, I found keeping a journal and writing in it every day quite helpful. I tried to write about what was good and bad in my day. I think we often try and put on a brave positive face to family and friends so it's helpful to say it how it is in your journal. Your journal does not judge you.
Like you I found the day too long when my husband worked all day. I tried to arrange for something to happen, usually for someone to visit me, on those days (fortunately he worked part time). Watching a favorite tv program helped a bit. I loved Julia Baird at 5.30 pm on the ABC's Drum (she now has cancer sadly). Also Great British Bakeoff on Foxtell.
I am a quilter and found doing some of that was helpful. If you have a craft now is the time to do it.
I never completely conquered my anxiety but I did chemo with it anyway. I learnt that it is horrible and we don't like it but we turn up, endure it and one day it is over.
I wish you the the very best. This anxiety will pass but it's dreadful while you have it. Karen