That probably doesn't make much sense on its own, so let me explain the example that crystallized the idea in my head.
-----
Before I got hired on to my first proper job at Triplebyte, my life was not going very well. Employers wouldn't give me the time of day, I had no idea what (if anything) I was good at, and I didn't have any direction; this era of my life involved bad enough mental health that it very very nearly killed me. It wasn't just anxiety, but anxiety was certainly a part of it. I'd spend almost every night with my head going in loops I'm sure you'll recognize: "I didn't do anything today so I'll never do anything so I'll always be miserable and it's all my fault" being the gist.
Fast-forward a bit. I was about six weeks into my new job, and everything in my life was turning around in a way that seemed almost miraculous. But I found myself in bed ruminating anyway. That voice in my head did not acknowledge any of the ways my life had improved. It didn't care that my income had gone up an order of magnitude, that I'd found a community of people I loved, that I seemed to actually be good at something. What it cared about is that I hadn't done anything else. It pulled up every example it could find where I'd done less than perfectly during that time. I'd screwed up something at work that I felt bad about. I wasn't getting out and socializing as much as I'd like to. I wasn't exercising. Look at all these ways I was screwing up that would ruin my life!
But the benefit of having such a dramatic change in circumstances is that it makes the ways in which that voice doesn't care about reality much more obvious. I remember having a clarifying moment of "wait, wait, wait, hold on, everything is WAY better than it used to be, why the hell does this voice sound exactly the same?" It became clear to me in that moment that that anxious/self-critical voice (anxiety and depression are one voice in my head) clearly wasn't coming from my circumstances, because my circumstances had changed dramatically and the voice hadn't.
-----
The reason is that the voice does not come from reality. It comes from a bit of brain hardware, and uses reality to justify itself - or at least, it does for my personality type, and probably yours, too. If you're a typical HN poster, you probably value things like logic and open-mindedness and self-discipline and rigor, so that voice - which is part of you - speaks in that voice. But those aren't what it comes from.
You're anxious first, and justify why you're anxious second, because you're the kind of person who cares about justifications. If you were the kind of person who cared a lot about the validation of others, you'd be anxious first and look for reasons everyone secretly hates you second. If you were the kind of person who cared a lot about your religious values, you'd be anxious first and look for reasons you sinned today second. If you were the kind of person who cared about your intelligence, you'd be anxious first and look for reasons you're stupid second. You'll be anxious "about" the things you care about, because you're really just anxious as an uncaused-cause.
This isn't a conscious process, so "look for" is not quite the right word. But the point here is that the anxiety exists independently of circumstances or beliefs, at least to some extent.
Because you're a human being, you will always have things that aren't secure or perfect in your life. Could be loved ones whose internal feelings about you you can never truly know, or a job you might lose tomorrow, or a grand goal you can't be certain of accomplishing, or whatever. And that means that when you're anxious first, it's always going to have some substrate to work with. That's as true for a highly successful person as it is for someone with no success at all.
For me, it went from "you'll never get a job and will just keep rotting away" to "okay sure you got a job but you're not really good at it" to "okay you got promoted a bunch but probably you just pulled the wool over everyone's eyes" to "okay you were wildly successful in that job but you can't know if you're going to be wildly successful again". When I got into better health, it went from "you're always going to be fat and ugly" to "okay you lost some weight but you're still way fatter than others" to "okay your weight is close to normal but you've got all this loose skin and you'll never look normal". It changes what it worries about, because it isn't really worried about those things: it just "knows" that those are the things connected to anxious feelings for me.
From a little less internal perspective, the way to think about this is that you've got a circuit in your brain that is supposed to tell you when to be scared. And something in that circuit is overstimulated, so that regardless of input, it's over-sending that anxiety signal to your consciousness. The why comes from a different part of your brain, which sees that signal and "assumes" that there must be a reason for it (in the same way that if a friend of yours suddenly started screaming at you, you'd assume they have a reason and didn't just spontaneously go crazy).
-----
I can't control what that voice wants to say, and I don't think you can either. Not directly, anyway. But you can train yourself to recognize that that voice is a distinct part of you, one whose voice you can learn to distinguish from "your" voice. You can interrupt the loops it tries to set up. Or when it's overwhelming, you can just go "wow, I feel really shitty today, this voice keeps yelling at me" in the same way that you'd go "damn, I wanted to go on a picnic today but it's raining".
What I've found is that as I've learned not to listen to it, and as I've tended to the most immediate and concerning stressors in my life, it's gotten easier to ignore its input. And the more I do, the more that overstimulated part of my brain seems to downregulate. What used to be daily panic-loops has trickled down to every few weeks or months, and even those loops are much less durable than they used to be. I'm in the middle of trying to found a company right now, and I am less anxious than I was about just going outside not very many years ago.
There's a companion lesson here, which is that because feelings are not beliefs, feelings also can't be "wrong". To treat anxiety as incorrect is also to make a category error, because anxiety isn't a statement about the world. It only becomes irrational when you confuse the feeling for an idea or a prediction. Anxiety is no more "wrong" than enjoying a particular food. Sure, that can have consequences (whether you enjoy french fries or salad more likely affects your physical health, for example), but those consequences are second-order effects of anxiety's interaction with the rest of you. You can't control the anxiety, but you can control what you do with its input.
What I'd suggest to you is, next time you feel this anxiety, you pause for a moment. Try to disengage the part of your brain that analyzes what you think will happen. Say to yourself "I feel anxious right now, and I can't do anything about that, but I know that that feeling is out of my control". Be aware of the feeling, but decouple it from facts by accepting its input as a thing in its own right. Listen to that voice yelling at you, but understand that it is a distinct voice from other parts of you; listen, but don't listen uncritically. Or that's what works for me, anyway. Sometimes on a really bad day I'll picture myself in an indestructable "bubble" of sorts, with that voice outside of it screaming and pounding on the walls - I can hear it pounding but it can't get in, if that makes sense.
Hopefully that helps. It's really hard to talk about this stuff because it's such an internal mental operation, not a thing I can show you or draw out easily. But I hope that gets a little bit of the mental sense of what I mean across?