I would...I had to fight to get seen in my last pregnancy but I'm glad I did...I have low progesterone and would have lost my son if I had waited till 12 weeks as is protocol here. Even finding a doc who will take ur concerns seriously will decrease ur stress levels and give you peace of mind that you AND your baby are in good (caring) hands.
Other than some hand holding, there isn't much an OB can do in the first trimester. Many OBs routinely wait until the 9th or 10th week for a first appointment for this reason.
That said...with your anxiety level, you may want to find an OB that offers the emotional support you need. My daughter miscarried in Nov 2011. She got pregnant again this year and was very worried she would have another loss. Our OB saw her right away and did early ultrasounds in her office so my daughter could SEE when the heart started beating (and that it was still beating). Our OB saw my daughter every two weeks for 3-4 visits and then, once my daughter was comfortable and knew the pregnancy was viable went to the "normal" visit schedule.
Those visits did nothing for the pregnancy per se but they really helped reassure my daughter. She now has a healthy daughter, born 10 1/2 months after her loss...and we are eternally grateful to her OB for being there when she needed it...
yessss...... try to find one that will get you in ASAP..