Also, for prednisolone and prednisone, the doctor doesn't just"advise" you to taper. They have to and usually write out a taper schedule, which is prescribed, and they only prescribe for the exact amount of prednisone or prednisolone that you need until discontinuation, That is one of the readons why I was seen so often during my taper until doscontiation and then having a followup afterwards for evaluation of condition and to make sure I was recovering without problems, My doctors wrote out the next taper dose for me, which is a little unusual, but it was because I would have setbacks in my condition, like getting recurring inflammations and infection, and we had to start all over again, That ordeal is over with, thank heavens. Doing very well now, and very thankful for that!
I would see a different doctor soon or, at least get a second opinion. Not knowing what dose you were on and just assuming you were started on prednisolone either Iv or pill form in the hospital until the time it was discontinued without taper, I would put my worry out of my misery by seeing another doctor. Especially, since you described "horrible withdrawal symptoms" (again, not knowing what they are) besides the anxiety you are experiencing, which is also concerning.
I hope the doctor advised you to take Xanax after s/he actually saW you and evaluated blood works from you, which include a cortisol stress test and a metabolic panel, to rule out an adrenal crisis, which is a very serious condition. That is why glucocorticosteriods like prednisone and prednisolone (similar drugs but different molecular makeup) are tapered.
Getting a second expert opinion will clear the air, lessen your worry, get you the treatment you need, more clearer direction on what to do with your anger (constructively), and a more likely way to get a more confident and positively hopeful outcome, besides reassurance. I've gone for second opinion a few times, and always glad I did. I also changed doctors a few times because of the results of the second opinion.
If you have insurance coverage, call your insurance and tell them that you urgently need to get a second opinion, ask if you should go to urgent care or ER to get better treatment. 3 weeks after last dose of prednisolne and putting up with horrible withdrawals from it is too long, It sounds like you lost confidence in your doctor's opinion. I am assuming this doctor is (hopefully) a general practitioner, FP, or internal medicine physician and that you are NOT consulting or being prescribed by a psychiatrist on your prednisolone.
I hope things work out for you, and it isn't too serious. Just to let you know, if it is just psych effects, they usually go away. Almost everyone I know, including myself were affected psychologically by the drug, mostly mood swings and anxiety or just getting easily upset about things. Normally, they weren't like so emotionally labile, especially me:) We all went back to "normal," and still had some psychological effects during taper. How much of it was related to the drugs, I could only guess, because going through a bad illness and condition usually affects people psychologically also in coping and dealing with things.
Those glucocorticosteroids are great drugs added to treatment and in helping people overcome some critical and severe illnesses, but they do have the potential for some bad side effects, especially in causing psychological ones like mood swings, anxieties and even psychosis, besides physical side effects. For you to be on it while having pnuemonia and being hospitalized strongly suggest to me that you were seriously ill. I am glad for that recovery, but I am very concerned about what you are going through now.
Yes, I had been on prednisone AND prednisolone drugs, and each time, I was tapered. My doctors warned me not to decide on my own to just stop the slow taper. The taper went on for weeks and I was seen weekly pr bi-weekly at the time. I was on glucocorticosteroids for months. Also, have been around folks with terrible asthma and other bad illnesses who required prednisone and prednisolone for a spell.
Did the anxiety start while you were on the prednisone or after you stopped? Corticosteroids cause anxiety as one of the most common side effects, as they are basically a form of cortisol, the stress hormone. It's possible the problem is the cortisone itself, and not withdrawal from it, that is the problem, though I'm not sure about withdrawal from this drug.