I think i'm smelling things that aren't really there? gas, cigarette smoke, rot, etc. really unpleasant scents. could this be linked to my anxiety?

Difficult question: There are multiple things that may cause you to smell things that aren't really there. These would be called olfactory hallucinations. You don't list any medications for your anxiety or any other condition -- so it's hard to know about any possible side effect contributions. Some seizure types can cause these -- "uncinate fits" preceding temporal lobe seizures, for instance. See your doctor!