Yes, anxiety disorders can involve physical sensations and pain, but there is no way for me to know if your pain is related to psychological issues or if there indeed could be a medical component. It sounds like you have sought treatment already but I would encourage you to continue. Please let your family doctor know what is going on with you to see if you should undergo more diagnostic tests. I would also suggest that you think outside of the box and consider seeing a chiropractor or physical therapist.
The same goes for psychological treatments. If you have tried therapy and medication but still have such severe symptoms, I would suggest that you seek a therapist trained in bio-feedback, EMDR, or some form of somatic treatment. Furthermore, learning to meditate or do yoga may be helpful as well.
Our mind and body work together so seeking treatments that incorporate holistic techniques may be a good next step for you to take.
All the best,
Dr. Holly Counts