I can relate in a way, as I have anxiety now and then on what I'm going to do after my job ends, but that's only natural; everybody has it, you don't have to be stamped with CF just to have anxiety. But having a chronic illness definitely doesn't help; in fact it compounds any fear we may have, especially if one is having problems at the time. But I never had any anxiety about death, actually I have learned to accept the fact that most likely I will die sooner rather then later. I have no preoccupation with death, as all evidence leads to it being a state of nothing; deep sleep; you don't dream or are not aware of it.
I did note down that I had almost all my anxiety at the same time when I was having an exacerbation. My overall health is on the way up and as a result, my anxiety is slowly moving out of the picture. My advice would be to speak to your CF doctor about your anxiety. I just despise how some doctors' first instincts are to dispense pills like they are some "miracle cure" for anxiety/depression. Please, pills just treat the symptoms, not the cause. Think of it as if your gas gauge goes down to a quarter tank on your car. Now taking the treat the symptom approach, you'd cut the wire for the fuel tank so your gas gauge doesn't move anymore, but if you don't solvent the actual cause (fill up on gas), you'll eventually run out of gas. My point here is I think it greatly has to do with other underlying illness (CF) and once you get that in good control, you'll be ok in the anxiety department.