Recently, the FDA approved a drug for depression. Results with this drug for anxiety are promising. It's called esketamine, and it's basically the anesthetic ketamine in a nasal spray administered in a doctor's office.
Article -
“This is a game changer,” says John Krystal, MD, chief psychiatrist at Yale Medicine and one of the pioneers of ketamine research in the country. The drug works differently than those used previously, he notes, calling ketamine “the anti-medication” medication. “With most medications, like valium, the anti-anxiety effect you get only lasts when it is in your system. When the valium goes away, you can get rebound anxiety. When you take ketamine, it triggers reactions in your cortex that enable brain connections to regrow. It’s the reaction to ketamine, not the presence of ketamine in the body that constitutes its effects,” he says. And this is exactly what makes ketamine unique as an antidepressant, says Dr. Krystal.
https://www.yalemedicine.org/stories/ketamine-depression/
I'll show you an answer with information about anxiety treatments. It mentions a fairly new treatment that's very interesting - therapeutic breathing. It's fair to say that this can be considered a complementary treatment, one that enhances results with standard treatments. However, it has been used successfully as a stand-alone treatment for PTSD.
https://answers.yahoo.com/question/index?qid=20181119002100AAlrvxw
This article from Anxiety.org talks about DBT, a therapy that people who have been disappointed with CBT have had success with.
https://www.anxiety.org/dbt-dialectical-behavior-therapy-compared-to-cbt