Someone I know who suffers from anxiety and stress a lot has found this book to be super helpful:
I'd say just have a google if you're hoping to find some good websites/resources. Different things suit different people, so it probably best to just have a look around and see what you find helpful : )
Just to add, my own experiences on the PhD have been up and downy at times, but not really to the point where I've been seriously worried about my health (I've got quite a resilient personality I think). If you are really worried about how you're doing then maybe talking to your GP and/or uni counselor would be a good idea, as you say - so that at least they are aware of how you are feeling and what is going on, in case things don't improve or even get worse (or even if they get better, it might be good to find out where the services are etc - you might get some good general tips).
You're definitely not alone. Take care of yourself!
Best
Tudor