OK - you've asked, What's the difference between stress and anxiety?
But...you've forgotten...I'm the fellow who wrote 'Stretch in the direction of your Strengths'...just scratching the surface around the tip of the iceberg that includes stress and anxiety.
Why not raise the ante and ask, What's the difference between stress, strain, pressure and anxiety?
And, let's not forget the importance of the context. Do you have psychology in mind when you ask the question? Or, perhaps, engineering? Or, maybe even, physics or physiology or the depths of molecular biology?
Beware the complexities ranging from rabbit holes to wormholes.
All those complexities acknowledged, we can now set them aside and seek simple.
I view stress and pressure as external things that impact on us - the causes; I view strain and anxiety as the internal things we experience - the effects.
For me, workplace stress and workplace pressure are the same thing.
For me, the strain we feel when exposed to workplace stress or pressure is anxiety.
So to answer the question, What's the difference between stress and anxiety?
Answer: Stress is the external cause and anxiety is the internal effect.