Yep, you're not the only one. The bladder thing may well be a side-effect of the anxiety, so once you've got that under control, then it may get better in all respects. But it's the reason why I go to the loo every chance I get, and affects my seating choices (ie. in case I need to run out of the room pretty sharpish...) as well as my attitude to any kind of travelling. It's not fun, I agree, but the only suggestion I have is CBT - which is already a "no". My depression/anxiety-relieving tablets aren't doing much good in that area, sadly. Not that I've had the greatest experience with therapy either, but I've not tried CBT, so I can't say much about that one.
Best idea is to see your GP, and hope that they know what they're doing, basically. Good luck!