The first thing you need to do is to calm down! (Deeply breathe until you calm down)
You have already made a huge step by going out for a walk and talk to your friends.
The next big step you should consider of doing after you calm down is to face reality. (Yes, sometimes reality hurts, a lot, but there is no other way of getting forward without facing it).
If you constantly felt anxiety during your relationship, then I’m sorry to say this, but you guys should break up.
Why I’m saying this? Simply because you should prioritize yourself for now.
Just think about it!
Would you like to develop severe anxiety, depression, ocd, etc… and be in an unhealthy relationship for the rest of your life, or grief for a month or two and after that be happy and move on?

That is the worst case scenario, but if you felt happy in your relationship until now, then it is just a crisis and you two are going to be just fine.

If you want to face your anxiety, depression, develop strong self-confidence and move on, you should consider reading this topic and ask as many questions as you want: http://tinybuddha.com/topic/lets-conquer-anxietydeppresion-and-stress-together/
Ether way, if you choose to be happy or even sad, this community will always try to help you, including me!
Good luck with making the right choice!

With kindness,
Karlo