All of these are just suggestions that have helped me, and if they don't work for you that is TOTALLY FINE. There are so many different kinds of anxiety, from GAD, social anxiety and anxiety attacks, to the run-of-the-mill stress and worry that everyone goes through (if you have not experienced this, please contact me, I think you might be a Labrador in disguise), and added to that is the fact that we are all different people with different chemistry, mindsets, and reactions.
The point is, don't let people make you feel bad about anything that works for you, or try to tell you you're failing because THEIR method of anxiety-coping isn't your jam. It works both ways: I've had well-meaning friends with anxiety use their therapy techniques on me and had it backfire, and I've also had people tell me that candles and baths are placebo-effect nonsense. But so what if it is? The point is, it works for me, and if something works for you, KEEP DOING THAT. Nothing wrong with a good ole' fashioned placebo IMO.
Talking to your doctor and getting therapy are both important and worthwhile, but if something small like lighting a candle also helps you, then that is valid too. And no matter what helps, the most important thing is to always be respectful of other people's coping mechanisms, whatever those may be. After all, we're all in this together.