My doctor wants me to come to office every month for script of Xanax. He called it in once.

To Fred joe
Both class 2 & now class 3 scripts are prescribed differently now.
Even if your doctor could call in the Xanax (different rules for different states) the doctor has to be able to justify his or her reason for writing the script.
Now that you have an appointment in the office the doctor can now due a general exam. Not only will a good doctor be taking your blood pressure, pulse, weight etc.
More importantly, they will ask you the right questions about your anxiety and come up with a complete plan to treat it. For example in addition to taking anti-anxiety meds maybe talking to a counselor would help the anxiety even more.
Hopefully the doctor will agree with your need for Xanax based upon what your telling him. It's possible what your telling the doctor might lead to another diagnosis to?
Anyway, I know it's easier to just have the script called in but if you really want to work on your anxiety going to the doctor office is a better idea.
Lastly, by going to the doctor instead of just calling in a script it will eventually lead to a good doctor & patient relationship.
Hope all goes well for you and your anxiety.
bestpup