You certainly are not crazy. I am sorry you have gone through so much. I hope this pregnancy continues to improve. Your symptoms are very, very similar to mine. I am a year and a half post removal. I am still on Cymbalta, which helped deal with a lot of my anxiety and Depression as well as some of the physical symptoms. I would like to go off it and see how I do, but I'm not quite ready to make that leap.
It has been a long road, but I am much better than I was. I find exercise and avoiding alcohol help me the most (obviously you are avoiding alcohol right now!). A glass or two of wine make me feel like I have been hit by a train. Don't lose hope. I would bring up the anxiety to your doctor and see if he or she has any suggestions of either medicines that would not impact your pregnancy. I know a friend of mine was on a low dose of Zoloft during pregnancy. Also, do you think something like regular prenatal massage might help take the edge off a bit?
I hope you feel an improvement soon! I am sorry you are suffering so much. I do feel the mirena is related. There are too many coincidences with all of our symptoms. Hugs to you!