Wow, I had almost exactly the same problem. My boyfriend was researching it for me, stumbled across the thread and for the first few lines he wondered if I had posted it.
I don't have generalized anxiety order, but I do have bipolar disorder and have been "self medicating" for about 3 years now. At 18 I did what a lot of people do and stopped taking my medications, thinking I was "all better," it wasn't until much later, that I realized my chain smoking like a chimney started at about the same time I stopped taking medications and I realized I wasn't cured, I'd just swapped it. By the time I figured it out, my health insurance was gone, I still don't have insurance and can't afford meds but was really sick of smoking and then I heard about ecigs. I thought it'd be the solution to all my problems and I did well the first couple weeks, weaning off, I just had my morning cigarette, a couple here and there, one before bed and I vaped the rest of the day, before that I was 1/2 a pack-a pack a day. Then I decided I was ready to take the jump and when I went to visit my relatives across the country, I didn't take the analogs. I woke up on christmas morning (about 2 days traditional cig-free) and FREAKED OUT into some sort of mini psychotic break. I was shaking, panicked, and extremely paranoid, I was convinced my boyfriend and family members were all "against" me, and I kept sobbing uncontrollably, it was really embarassing. The roads were too icy to go to the store so then I was all determined to walk 40 minutes to the store in the snow just to get my cigarettes, I was talked out of it, and ended up locking myself in the guest bedroom until it was ok to drive, just waiting for my fix. The ecigs weren't helping at all it was as if I had had no nicotine in my system at all. It's hard to describe the feeling, I was actually convinced I had developed anxiety disorder because I started having panic attacks about a year and a half ago, but I finally got into the county clinic for a free eval a couple months ago and they explained it's more likely that it's just because of the bipolar disorder.. kinda like this: a trigger (like stopping smoking) sets me into mania mode -> extreme mania mode turns into a panic attack. I'm not sure how close to a true panic attack it is, it's more like my head is foggy and there's like static and I'm super irrational. Anyway I won't see a psychiatrist to get meds for another half a month so I think I'm going to wait until then to completely stop. I was on wellbutrin (the drug also used to stop smoking) as one of my meds before to control my disorder. It's upsetting to me because it's hard for others to understand, and I know it just sounds as if I keep making excuses but I've got 2 months until I graduate (I'm also going into psychiatric nursing) and I just can't risk a manic episode right now.
Oh and with the withdrawal thing. The thing is when I don't have a cigarette for at least about 8 hours or so I still get that head rush, but when I finally got my cigarette that morning it calmed me down immediately but there wasn't really a head rush so I think the ecig was delivering nicotine but either it wasn't enough or it wasn't giving me what I need or I had too much external stress and the stress of breaking the habit set me off? I'm not really sure, all I know is I'm going to wait until I can get some medications to quit safely.
I've found some interesting statistics here and there. Some sources say about 90% of schizophrenics smoke, 70-80% of bipolars, about 60% of people with major depression and just under 60% of people with generalized anxiety disorder smoke. Not sure how reliable those numbers are or who paid for the study but it does seem like there's a real correlation there.
I was super relieved when I read your post at least I know I'm not alone.
**and just so I don't make anyone mad when I say "wait to get medications to quit smoking safely" I'm just talking about my specific situation I know lots of people can do it without medications and just with vaping but for people with existing mental illnesses it's sometimes not safe to do so without a doctor's supervision.