Is there something they will give me for anxiety when i'm doing the lumbar ct scan with dye?

Usually not: A lumbar ct scan with dye is no more painful than giving a blood sample (ie there will be a needle placed in your vein). Unless you have a special phobia about such things, you should be fine without sedation.

Maybe, if needed: Some people with lumbar radiculopathy find it painful to lie flat. While a ct is relatively brief, it does require the person lay motionless for a few minutes. A small dose of Valium does wonders for that, and there is no harm in making the procedure less unpleasant. Some people get anxious in tight spaces too. Your pain doc or family doc could prescribe a small dose of Lorazepam or diazepam.