Alexithymia:
I think I experience shame and anxiety in almost exactly the same ways. Much of what I think is anxiety is really shame, and I've been trying hard to unpack that the last few years, but nope, they still feel the same. It would be useful to know the difference, because the best steps for attending to these feelings can be different.
I once knew an autistic girl who couldn't tell the difference between hunger and anxiety. This is a common form of alexithymia, not just being unable to know what you're feeling, but mixing feelings up.
I am often good at knowing how I'm feeling due to habits I formed attending CoDA 12-Step meetings in my formative years in the mid-90s. They had a spot on the sign-in sheet to label your emotional state. It's a good habit.
But I do have alexithymia blindspots in many areas, and still have old habits of minimizing. "Anxiety" is the generic dumping ground for many of my negative feelings, probably.