I also had anxiety episodes - always when I was out. Different people have different triggers, and for me I had grief stuff when at home alone but I could just stop and have a big cry or whatever. But when out, I could suddenly feel so overwhelmed with grief that I would feel like I was going to break down and howl and that would cause me to become anxious and it was quite awful. I also found it would just come 'out of the blue'. One minute I was fine, the next oh no!
Often in that first year I just abandoned carts of shopping, or snuck out of social events because of this.
I learned to control the anxiety, and I learned to accept it as well. I learned not to expect too much of myself, and pace myself in going out and what social things I would go to. As I talked to others in widows groups I found out that it is a really common and normal part of grieving, and it does pass if you acknowledge it and deal with your grief. It just doesn't pass in a few weeks, and not even just a few months.
Hang in there, it is awful, but it will ease off as you work through this deep grief. If the meds help as you take them over time that is fine, use them.