I have asked a lot of questions in the past week. Encountered some individuals who have done the same thing. Moved to a new country without knowing lots of people. One individual did mention they used medication to get through early stages.
@NDakotaHusky Enthusiastically moved multiple times to different countries, some more similar to the US than others, experienced varying rates of cultural adaptation, etc. The most interesting, delayed and challenging upon returning to the States after a decade in a few vastly different Asian locations. Several years later, still figuring out preferred alternative(s) to spend part of years away from our increasingly screwed up nation.
Cannot add anything of value regarding anxiety nor related counseling nor medications. However, will be happy to reply to private messages regarding expat life, preparation, possible do & don’ts for consideration, etc.
One specific recommendation, always found it best to limit overzealous visitations to closed-world Yank, Irish, British pub cocoons. Or, dependencies on expat-only socializing. Dive in, learn, live, experience, learn the local language, meet and befriend locals (not just work colleagues), grow, etc.
You can do it. Worst case, hop back on a plane after giving it a legitimate shot in nearby, more similar than different Monterrey (90 min flight to/from Houston; easy peasey!). Good luck.