Anxiety or Delusion?

Hi all, I am a 30 year old male with anxiety symptoms from my younger days. Recently i met my love of life and i am going to marry her soon. However when i started talking to her, my mind started remembering my ex with whom i broke 3 years back. I never thought of my ex before for 3 yeras but when i met my new girl friend, my mind started ruminating thoughts. I dont have any feelings for my ex, but i love my current GF very much. I went to my GP and she gave me Zolsoft for anxiety + xanax when severe, she said zolsoft would take time for giving the effect.

However from last 2 days my mind started saying that what if i would imagine and see my ex everywhere even when i am seeing my GF, or any other girls outside when i go out or even while having sex with my GF? And when i think like this my mind shows up the image of my ex everywhere. I am loosing my mind and getting very scared and anxious when this thought comes to my mind which does every now and then. i feel the shivers and trembling, i started CBT yesterday with a private psychiatrist in stockholm. I get many scary thoughts daily which take control of me and currently this thought is driving me crazy, Also i noticed that when i get a new worry i give low preference to the old worries

i dont understand if i am suffering from severe anxiety with ruminating thoughts or any other illness? I went to the doc and they did some blood and urine tests, i am awaiting results soon. Any one could please suggest, if i would ever recover?  I am getting married soon and i want to lead a happy life. Any suggestion would be highly appreciated