As we already know, that you may lose your fight stress response due to severe anxiety. Now you will experience an adrenaline and cortisol rush constantly. Moreover, this function is directly related to the functioning of your immune system.
Anxiousness will cause breathlessness and higher pulse rates. Although these two seem to be problems, the good part is that your brain receives more oxygen now, and you will respond better to a complicated situation now.
So, this is a boost to your immunity system. However, if the same function continues to happen for half a year or more, it is no more a good thing. In this case, you need to consult with someone.
If there are repeated anxiety attacks, likely, your body and mind will not function normally anymore. This is the worst situation in which your immune system completely surrenders, and you become so vulnerable and weak.
Your body and mind will not have the strength to cope with even the most minor allergies and diseases. Anxiety overpowers the body so badly that even regular vaccination cannot make things better. You can try some of the guided meditation for anxiety relief in such cases.