I understand. Although dementia is considered in psychology, therapy can only go so far in helping the situation. Therapy can provide ways for you to cope with your anxiety, but given the brain disorder, that adds factors that therapy cannot address directly.
Have you tried medications? Anti depressants and anti psychotics can help alleviate some symptoms and make your illness easier to handle. Also, therapies such as speech can help with communication issues.
If I can be of further help, please let me know.
Can you change doctors? If he will not work with you and the medications don't help, then changing to a doctor that will help you is important.