Hello Equestrian Life :)
If your mind gets caught in a circle of anxiety or negative thoughts in the arena, one thing you can try is to put more focus on your physical sensations. One way to do this is to take a break and massage what we call the "switching" points : http://www.touch-sport.fr/blog/video-points-de-swi…
You may remain on your horse while doing so.
If a particular aspect or challenge generates anxiety, I suggest you use the following technique, gently touching what we call ESR points (Emotional Stress Release) : http://www.touch-sport.fr/blog/video-antistress-ls…
while you consider this aspect. This may take a few minutes.
I'm sorry the videos are not available in English, but you'll get the general idea.
If this isn't helpful enough to relieve your anxiety, and if it's possible for you, a private session with a TFH practitioner is a very powerful way to overcome stress !
More info : http://www.touch-sport.fr/en/