Ironically, I had to stop drinking many years ago. Because hangovers gave me the worst anxiety ever! And yes, I did take Xanax the next day when I was hung.
Now many years later, I don't over drink the way I did in my youth, so my hangovers are not as severe, and anxiety provoking.
If you are having really bad anxiety while hung over, its might be time to consider a change in your behavior.
Just my 2$