What if people who have anxiety are just unaccustomed to the way the world works because this is the first incarnation of their soul on the earth? And confident people are at ease with the world because they have already been incarnated multiple times and, in a sense, already know how the world works.
Imagine Muggleborns having patronuses that represent something from Muggle culture that they feel protected by. A shy Hufflepuff with a Pikachu patronus. A Slytherin who’s really nervous because of all the stuff in the past and they’re Muggleborn but they cast a patronus and it’s one of the Game of Thrones dragons. A Gryffindor being the talk of the common room because of their Jaeger patronus. A Ravenclaw with a comic obsession finding out their patronus is the Hulk.