Anxiety in a dream usually names a threat you're anticipating rather than one that's already arrived -- tension built around uncertainty about what's coming next. The dream doesn't need a clear danger to make sense; the unresolved feeling itself is often the entire point, asking you to notice what hasn't been settled yet.
In matters of secrecy, let not the Moon be combust, but going from combustion. - William Lilly (1602.-1681.)