I'm sad to hear that you feel so anxious :( Exercise helps a ton. So does therapy (cognitive behavior therapy especially). Mindfulness meditation can help a lot, too.
It feels... guilty not to do something productive; like work. Or something showcase-worthy. I guess it also has something to do with "turning off" when working from home: it's like you have to give 120% every day until you can't and then the downward spiral starts. Home becomes office, and slowly, creepingly all becomes work and, well, I guess one just have to remind oneself that taking care of yourself and "turning off" is not only okay, but necessary. Just like food.
One thing that I feel has helped my anxiety a good deal is knowing that "It's OK to not feel OK." A large part of my anxiety is wondering about its source and if it's getting worse, etc.
Secondly, I've worked from home for 6 years now and the "turning off" thing is very important. Not only is it unrealistic to have those expectations of yourself, it's irresponsible to do so.
If you feel guilty about not working, just remember that often times the time you spend not working on a problem is just as important as the time you spend working on it. It's actually how you tend to come up with most creative solutions.
I feel you. Had come into lockdown with a laundry list of stuff I though I could finish because of gained time. Very little has materialized. A thing that helped was bringing in another person to check on each other.
It's not strange that you weren't productive during one of the most disruptive periods of instability most of us will likely experience during our entire lives. Some people have made a positive out of this experience but you shouldn't feel like a failure if you couldn't.
You may badly want to be one of these people who emerges from lockdown in an amazing new body with all of these projects completed but you shouldn't feel like a failure if you couldn't. This was not a normal time and adding pressure to be productive is not the answer for everyone.