Anxiety is definitely not of Christ. Numerous scriptures can be pointed to that prove that. But essentially being "in Christ" means that you are abiding in all He is feeling, all He is thinking, and all He is doing. It means your spiritual senses are attuned completely to what He Himself is going through, and what He is focused on. For instance, suppose you were in prayer this morning and you began to feel a great displeasure, even a weeping inside, for all those who are incessantly talking about the Lord yet never take the time in their life to actually know Him. I have a sister to whom this happened just a few mornings ago in fact. It means that by walking with Him over time you become ever increasingly in tune with Him, and not just emotionally but also mentally. By reading prophetic visions and dreams as God directs me to, I enter into a place of knowing EXACTLY what the Spirit of God is saying to the churches in our time. There are several predominant messages He repeats, and these messages remain consistent no matter what source the visions or dreams are coming from.
These are some of the concepts behind what it means to be "in Him," and it carried more practical meaning than theological meaning. But being in anxiety or fear or doubt is not of God, so you can forget about any of those having anything to do with being in Christ. They are foreign to Him, and in complete opposition to the very peace of God, and the nature of Christ Jesus our Lord.