How can I motivate and provide therapy for my dog?

I have an adult female Shetland Sheepdog. She has extreme anxiety issues -- when she is alone, she will destroy everything she can get her paws on and howl constantly. She is also unsocialized. I tried very hard to socialize her when she was a puppy -- up to and including taking her to dog parks, PetSmart, and amateur dog shows and clubs -- from the time she was 12 weeks old. She wasn't going to have any of that. She is not aggressive.I want to be able to take her out to places and do things with her, and I want her to have fun -- but now she shuts down and even fears the leash (something she used to REALLY enjoy). She hides when she sees me get it. We have spent a few years in the country, but now I have moved back to the city and this behavior can not continue.I can't motivate her. It's like she is chronically depressed. She even walks around the house looking like she's about to cry if I'm not paying attention to her. (Head low, tail dragging, standing in the middle of the room staring at nothing for long periods of time.) I can be happy and energetic, and talk to her in exciting ways -- she doesn't care.Balls? Nope.Stuffed animals? Not interested.Dog treats? These are gross.People food? Not happening.Bread? Cheese? BACON? I have never seen a dog turn down bacon. But she does.My veterinarian has suggested putting her on Xanex. The only time she seems to enjoy herself is when she's chasing laser dots with her best friend, the cat.I am not sure what to do anymore. I can't afford professional, high-grade training. I have tried every conventional method to make training and playing fun. She is very intelligent and learns quickly, but is scared of EVERYTHING. (God forbid something in the house changes colors.) I will never expect her to trust strangers, but I do want her to enjoy herself and be confident on walks, and to not cry the entire time I'm at work.Does anyone have any suggestions?

I've heard these kind of problems can be common in Shelties. I had a dog with bad anxiety and I used a Thundershirt and all natural calming aid tablets from the pet feed store, and calming shampoo. The thundershirt isn't a cure all, but with mine from petsmart that had a warranty, it helped enough for us to keep it. The calming aid tablets worked to an extent, but not as well as a medication from the vet would have. the shampoo calmed her down around bath time but that's it. Lol I suggest you try out the medication recommended by your vet if you do not wish to try any of the things I mentioned, because your poor dog sounds miserable and your vet can adjust dosage as needed and you'll be able to determine if it helps at all, if not taking her off it is simple enough so why not? My dog wasn't that bad but I know I felt so bad for her. I hope something can be done to help her!ADD: You may want to look into crate training if you haven't already so that way she has her own little safe comfy place where you can put a blanket or article of clothing that smells like you inside so she will feel comfortable and not be able to destroy things. And play with her with the laser pointer and cat quite often too if that makes her happy!