I would say that mostly you should avoid the highly androgenic ones (such as winstrol or trenbolone), but ideally, it would be best not to use any. Instead, you can use SARMS - they are non-hormonal, so they do not have side effects, and they will not lead to anxiety.
I would rather see you stick to SARMs. Steroids can enhance anxiety and things like it when you already have that issue. If you use gear anyways, stick to more mild compounds and don't use the highly androgenic ones.