For an anxiety issue, I'd probably want to see a psychologist or psychiatrist privately, and then have them issue a list of recommendations, in report-fashion, to include in the IEP. I don't think I'd rely on the school for diagnosis and treatment in this area. Just my two cents.
When my ds was in preschool and the special ed team was concerned about a possible social anxiety, they wrote into the IEP some very basic goals such as "smiles at another child". Although in that particular situation the team's take on my ds wasn't at all how either I or the teacher saw him, the point is that they wanted to set out "baby steps". That's how I would approach goals for the sort of IEP you're thinking of, though I'm not sure what those specific goals would be. Think of a longer term goal (sitting next to other kids or looking at scary things or whatever) and break it down into parts/little steps.
