Anxiety is a near constant feeling for Shiro. In fact, it is actually quite bizarre to realise that he isn’t feeling anxious. Being anxious is just normal for him.
To be fair, Slav is the same. The pair of them are constantly on edge, dealing with rapid heartbeats to the point it’s hard to breathe, jumping easily and having trouble sleeping. And that isn’t even including the flashbacks.
It wasn’t at the same time, or even by the same people, but their experiences being held captive by the Galra are disturbingly familiar. They were both held prisoner, they were both kept in isolation until they had complete breakdowns, and they were both… tortured.
And it is because of their time as prisoners of the Galra that they both now have PTSD, the cause of most of their anxiety. The memories of their torture won’t leave them alone, constantly attacking them at random moments or when they see something related to the Galra or when they are asleep. There has been many a time when Shiro finds himself overwhelmed by terrifying memories, and has to rush away before his fellow Paladins see him break down.
On top of his PTSD, Slav is also dealing with intrusive thoughts. Slav always had OCD, but his time as a prisoner made it a lot worse. Which now means that his intrusive thoughts are almost constant and he has to do time consuming and pointless compulsions to keep them at bay. His compulsions irritate them both (especially when Shiro is sleep deprived or stressed), but he has to do them. If he doesn’t do his compulsions, Slav will inevitably break down and have a massive panic attack, the anxiety too much for him to bear.
So, yes, both Shiro and Slav certainly know how anxiety feels. But they also know the relief of being anxiety free, such as the rare mornings when they wake from sleep free of nightmares, well rested and surprisingly relaxed. And in the few minutes before the anxiety starts up for the day (such as Slav’s brain insisting he does his morning compulsions), they cuddle together in bed, wondering if this is what it feels like to have brains that aren’t always conspiring against you.