The colours are basically a grounding exercise to use senses to take you more into reality than the fear of your internal experience. If colours aren't working there are also your other senses to try, you can try to find three or four different sounds to notice around you. Or touch a few different surfaces to feel something.
But I do think nothing will magically work everytime. Sometimes I just have to call someone because I can't get through it alone. And that is okay too.
And that is what I wanted to say.. there is nothing wrong with being anxious. It is not nice for you, but there is nothing wrong as such. Anxiety is a natural self protective function gone into overdrive. Your unconscious processes are trying to protect you actually.. it means that at your core you care about yourself and your survival. If you can accept that you are fundamentally good, even the parts that are giving you a difficult time, then maybe you have a chance to let your inner self know that it is safe with you and it is okay to rest a bit. I haven't managed this myself yet, but I find thoughts like this are the beginning of some kind of progress so I wanted to share it with you x