My DS9 is highly sensitive and anxious too. He possibly has ASD and/or anxiety disorder. One thing we have tried is keeping a "positive" only daily journal. He writes three things positve about himself and we write three things positive. Everyday must be something different. We have been doing this for several months and the negative statements about himself have decreased. We also focus on a growth mindset.
We have decided to go without medications so far.
DS is very sensitive and things just impact him on a deeper level. I used to tell him to stop overreacting and get over it which did not help at all. I have found that having more empathy, understanding and giving him space when he is upset or melting down works best. He seems to recover faster after being upset and move on more quickly. We are still learning how to help our DS but this is what has helped some so far.