IMO, doing AA "my way" would not have worked. I went kicking and screaming into it as a last resort after years of destructive drinking.
I did not get a sponsor til 97 days but I went to meetings, about 82 in 90 and did begin reading the BB. IMO - I am not sure what you mean by a "friend that started his own AA group" because there are guidelines and requirements for official meetings; I have not seen one started by a single person that was an actual meeting, but rather a support group or such.
I have anxiety too (side note: I was also DX with BPD and have found that all the behaviors and symptoms that qualified me for such have ceased once I quit drinking, leaving me "just" the anxiety that is a real problem and not something "caused" by drinking). I have a great psych and she is one component of my recovery program.
My experience is what has worked for me- and diving into the world off AA, listening until I was ready to speak, and knowing with certainty I would follow the program has led me to a better life than I could have imagined. Getting out of my own "Way" was critical.