I think most dogs from a shelter, even if treated great, will have anxiety issues simply due to not having a stable home (this is all just my opinion, nothing expert here). My dog has always been fairly well behaved but her picky eating was upsetting me so I asked about that here and the advice I got helped me understand the world from her point of view. It's basically just advice on how to be a good pack leader, which helps the dog feel stable which then reduces anxiety...

these threads helped:

in need of advice
eating habits