What are the best supplements to support stress and mild anxiety?

Several: Personal relaxation practices -- which can be learned -- are probably better ways to deal with "stress and mild anxiety" than supplements. Breathing exercises, yoga, meditation, etc are all such possibilities. You are also already on xanax, (alprazolam) a CNS depressant. That said, herbs such as lemon balm, passion flower, or even chamomile tea may be of use. Please discuss any of these w/your doctor 1st.