Welcome to SR and our mental health forum.
I can definately emphasize with your situation as the anxiety that I experience because of my bipolar and PTSD is extremely discouraging at times. Fortunately, like you I partner with my doctor to find the best treatment options for myself. I am not afraid to do research on a medication then ask my doctor questions about it. I am honest with my docs as I know they are only as good as the information they have to work with.
I am glad you are getting off the Welbutrin as that can increase anxiety for many people. You might find once you are off of it that things get better.
Take care.