The difference between sixth form and college in my eyes is that sixth form is a little bit more like school, in the way that courses are taken in a school or a school-like environment. For some students, being at a sixth form might be better if you need the extra kick up the back side to get your work completed and to get a better grade. Sixth forms usually only enrol school leavers aged 16-18 and usually they are known as years 12 and 13.
At a college they enrol all ages over 16, and there is a likelihood of being in a course with people who are older than you. Everyone at college is treated as an adult individual and they do not accept bullying or bad behaviour for a minute. At college you are completely responsible for every piece of work that you do. There is a lot of support available, and it may be offered to you if they see that you are struggling, but it will not be forced upon you like in sixth form.
The quality of teaching and the courses should be the same in both sixth form and college.
Whichever you choose, there will always be support available for your anxiety and anything else which troubles you. My college have been really good to me and have supported me through the past academic year, and in my opinion, college would be the better option. Sixth form was not for me, as I felt that I was being forced to do work and such, instead of completing it in my own time.