You've got two intertwined questions:
- How do I handle my anxiety?
- How do I talk constructively with my manager about my anxiety?
First, tackle the anxiety CAUSES. Most of the time, Anxiety is trying to help you, by making you pay attention and take action. Go pursue the causes.
What do you need to pay attention to? What action do you need to take?
You said it's immigration issues. Maybe you:
- find an attorney or a legal aid source,
- talk with other expatriates from your country about what they're doing,
- talk with your home country's consulate, or
- research the topic on a specialty site.
Get clear on the root causes of your anxiety and take effective action, including asking for help and guidance.
Second, talk with your boss.
Here's how I'd want you to come to me with this, if I were your manager:
"Hey, boss. I'm noticing that my work is a little bit off from what I think it should be. Can we talk about it, what I'm doing about it, and how you can maybe help me?"
(I of course say yes. We meet.)
"Boss, thanks for this meeting. Here's what's up. I've been noticing that my work performance has slipped a couple of times due to some anxiety I'm feeling regarding my immigration status.
"I'm working on that now with an attorney, and I've started a small personal project to deal with this. I think it's helping. I'd be happy to keep you posted if you're interested.
"At the same time, I'm committed to always delivering excellent results. So I have some requests I want to make of you.
"First, would you be willing to come tell me any time you see my performance slipping? I don't want to be worrying that I'm making a mistake AND not seeing it. A second pair of eyes would be great.
"Second, are there any resources that the company is already paying for that I should be taking advantage of -- like an EAP (Employee Assistance Program)? I've read that these are very under-used. I don't want to fail to use every tool available to ensure I do excellent work. Do you know where I would find out more?
"Third, do you have any thoughts or suggestions for me in general about how I could do better work? If you don't have any right now, would you think about it and get back to me if any do come to mind? I'd sure appreciate it.
The keys are (1) to make it clear you're on top of this, taking action and taking responsibility, and (2) to have specific simple requests for your boss that are both easy and reasonable for them to do.
The result will be that the boss will probably be positively impressed, will feel more open to giving you candid feedback, and will be less inclined to make up stories to explain your performance problems.
(Some bosses are afraid to bring up their performance fears, so they just sit there and make up negative stories about you, and eventually talk themselves into firing you. Don't let that happen. Open up the lines of communication now. Make it safe and easy for your boss to talk with you about your performance.)
Does this help? Questions?