What is better for anxiety? magnesium citrate or oxide?

Proper Tx is best: Therapy is the proper treatment for anxiety. Meds alone (even otc) will not yield long-term benefit, and can allow your situation to worsen. See a therapist. And, reportedly, mag-ox has less diarrhea issue than mag-citrate--but that tends to be the dose-limiting step in either eventually.

Either: The magnesium is what might help with anxiety. The citrate could be easier to absorb than the oxide, but the oxide is a little more economical. Be aware that magnesium supplements can cause loose stools, so use divided doses and increase gradually. You need about 320mg/day of magnesium from all sources including food -- possibly more if under significant stress. Stools can be your dosing guide.