The best thing to do is to continue working on your anxiety with a professional. While the risk is certainly something to be aware of, you sound as though you're very careful. It would be highly unlikely you would ever have a substantial risk.
Be sure you consistently use condoms for any insertive sex, with plenty of lubricant. Make sure condoms are a proper fit, not old, have been stored properly. All of those precautions will decrease the likelihood of a condom failure. As long as you don't take chances by having unprotected sex, or a condom failure (which isn't all that common anyway), you'll never be at risk for HIV.
Let us know how the anxiety treatment is going okay?
Sorry. I just realized you already said you've had tests done. :)
I think that is a fear that anyone should have if they sleep around (not implying that you sleep around). The only thing you can do is just be sure you are taking all the proper precautions (protection, knowing who you are sleeping with, etc.). The only way you can be 100% sure is to practice abstinence. As far as the psychological aspect of it, just talk to someone. Find out why you have this overwhelming fear. Have you had an HIV test? Maybe it would make you feel better to have one done.
The fear of getting HIV is not that uncommon. You've been tested and you're having protected sex. So, the chances of getting it are almost impossible.