PubMed says "no"
My search in pubmed (for the docs, mesh searches crossing both "niacin
" and "thiamine
" with "anxiety
") turned up no studies on this whatsoever. Perhaps there is some literature on this outside of the pubmed database (?).
If so, i've never heard of it. In general, supra-physiological doses of vitamins are usually either a waste of money or in some cases harmful.