While there are some studies which suggest correlation of some genetic factors and CYP enzymes of some individuals being linked to agitation of some kind, its almost like one in one lakh chance your symptoms are due to doxycycline.
Infact due to the current pandemic, anxiety itself is a very common phenomenon. Family history of such illness plays a major role too.
Next Steps
Consult a psychiatrist and get it evaluated.
Health Tips
Mental health is as important, if not more, than physical health and shouldn't be looked upon as taboo.
Take care, talk to an experienced professional and they will help you.