My 12 y/o daughter have some months with a lot of anxiety to the point that sometimes she cry, she overthink everything, and i'm a little worried about it. she's a very shy girl, most of the times it happens when she's close to her period or is late?

Premenstrual mood changes appear most likely as mood swings are common. A variety of other conditions may interfere/contribute as well and best would be to mention them to her pediatrician during her annual visit.

It is not feasible to provide a meaningful opinion without additional history, physical examination and may be some tests. Your daughter may be depressed. Depression can present in multiple ways. It would be prudent to see a doctor, preferably a psychiatrist. Depression is treatable and you should act sooner than later. Wish you and your daughter good health!