First, I would not worry at all about the fact that you re-homed one dog and then got another. Some dogs and people just don't match up. If both dog and person are not happy, then it is just not a good situation.
It sounds like this dog has been through a lot in the last few months. I think some of the anxiety will go away in time. We adopted a dog that has serious anxiety issues. Part of it was from abuse. You can tell that she has been smacked around and when we first got her any quick movement of your hands sent her running. She would not play or touch a toy. To get her use to toys, I took a tennis ball and, at first, I would touch it to her nose and then tell her good dog and give her a tiny piece of hotdog. Tiny, because you will go through a lot. At first she did not have a clue what was going on, but she soon picked up on it and started putting her nose on it herself. Once she gets the concept, you can roll the ball and she will have to move a bit to her nose on it. This did not immediately lead to chasing a ball and playing fetch, but it introduce her to a form of play while it also helped me bond with her. It also helps to give her an idea of what is hers. This way, hopefully, when you are out and she gets anxious, she will chew on her toy and not your furniture.
I don't know the name of the dog coats that are suppose to keep your dog calm, but when I asked my vet about them, she said not to waste my money.