Pain, esp. Chest pain is a rather common symptom experienced in anxiety state. The fact that it is being relieved with anti anxiety medications, also points to the fact that the two are related.
A proper evaluation by a skilled psychiatrist, alongside investigations to rule out any other physical causes may give us further clarity on this issue.
Next Steps
Consult a psychiatrist for a thorough evaluation.
Health Tips
Practice JPMR (videos easily available on youtube) , Deep breathing, Grounding relaxation. Include physical activity in your daily routine.