I would love to hear that kind of sincerity. It takes courage to admit struggles with something like that and I think it makes sense as something to mention upfront so he doesn't misinterpret your communication and behavior. If it's a significant thing for you and not just immediately broadcasting insecurities i guess.
Maybe I’m lost on the way you mean “anxiety” but me personally as a man I wouldn’t be weirded out if you brought it up. I would try to understand the situation and give to what you need. But obviously there is a lot of variation between men so that could just be me. (If I’m missing the point let me know)
Ohhhh. Maybe be like “hey I know I am hot and cold sometimes. I struggle with [insert like GAD or SAD or whatever u need] and am working on it but it still affects me in certain ways [list here]. Then like either he ask questions or you say what you think is best to support you (space, reassurance, distraction, ect)