When switching my sleeping schedule, is it normal to feel anxiety and fatigue?

It can be: You have not given much detail, but even if there is nothing else at all (unlikely) but a schedule change - and even if you sleep sufficient hours and generally well, a period of adjustment might be expected during which some fatigue and other symptoms, like mild anxiety, could be normal. Tell us more if this reassurance is not enough to help, ok?

Pretty much: I often travel to europe and the time difference is often 6 hours. Jet lag includes disturbed sleep, daytime fatigue, and difficulty concentrating. Over the years i've adapted. If this is similar to what you're experiencing, you might consider a good quality melatonin and accepting the fact that switching sleep schedules such as from swing shifts is normal, but not ideal.