What can I take along with the Suboxone to help with or stop the anxiety? Is it ok to take a xanex at night to help sleep?

Anxiety. It is best to discuss with your doctor to determine what might work best for you with your anxiety.
Many choices. I think xanax (alprazolam) is a particularly undesirable medication to mix with suboxone. There can be interactions which may actually be dangerous. What does your dr say to do for your anxiety? For my patients with anxiety on suboxone, i often prescribe Buspirone as it is non-addicting. It may take some time to work, even up to two months. It is great when it does work as it's just $4.00 at walmart. Good luck.
No. Another addictive med is the last thing you need, seizures are possible when you stop xanex, try exercise at least one hour a day.
I would not. There have been some reports of death with combining Suboxone and benzodiazepines. For sleep, i would use melatonin or rozerem (ramelteon). I don't even like to use Ambien or Lunesta with suboxone. Just because they can be addictive with some people.