You sound exactly like me! Symptoms since 15/16, diagnosed at 19 (self-diagnosis first) and suffering from anxiety.
I urge you to go to your doctor, take a friend or family member along if that will help, and write a list of the things of want answers to so even if you can't put it into words you can give that to your doctor. When my anxiety set in, I had my partner make the appointment, put me in the car and walk me inside. When I was there it wasn't so bad and I went into the room with the doctor alone.
Ask about medications, but also remember that there are plenty of changes you can make to your lifestyle that could have a huge impact on both your anxiety and PCOS (regardless of whether they are linked or not).

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Diagnosed Aug 2005.
Symptoms: No periods, obese, excessive hair
Fit Cyster! -Loving
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!
Currently doing
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+ extra cardio & core work.
Finished my BSc (Nutrition),
Almost finished BCom (Economics)