If they refuse to evaluate, you can go to a due process hearing. Another thing you can do is call your State Dept. of Education (Special Ed division) and ask what to do if your district refuses to do a comprehensive eval. Sometimes all it takes is the State making a phone call to the district, and asking the district what they're doing. If they told you that they can deny an eval and you can't do anything about it, that's completely incorrect information. At this point, you could file a complaint because they didn't inform you of your due process rights.

Since you are already getting an IEE though, I would wait and see what that says. Then you have more leverage to get them to do an eval. They may want to do their own testing, or they could use the outside testing.

Kids can get IEPs even for things like anxiety disorder if it is affecting their educational performance. Don't give up.