AG,
Yes! Fluorescent lights, like those used in many stores can be known to increase anxiety those sensitive to it.
These kind of light have a flickering/strobe effect (thinks of it as a nearly imperceivable movement) that can trigger panic.
Some people have found that wearing sunglasses indoors helps. You may get some funny looks if you are out at night...but hey, it's better than feeling anxious right?
Keep working towards your goals...you are doing great!
S.C.