I would say that is far from failure. You'll see lots of stories here about people going off of medication for illnesses, being cured from a lifetime of blindness, and suddenly becoming the next Einstein thanks to the magical healing powers of eating Paleo.
I believe that eating paleo paves the way for health, but that there is no shame in taking medication if you have already tried alternative methods. I will probably be attacked for this...for not thinking paleo is the Almighty Answer, but I do believe that there are biological differences between humans, and some of us are just more wired to respond to certain things in our environments, from an interaction between genetics and our life experiences. We are born with variation in how our brains are wired, so what works for some may not be enough for others.
Basically, eating right isn't going to make your health perfect. You can only try to correct dopamine or serotonin on your own through diet so much.
I think it's sad to think that eating right will cure all mental illnesses. Right, okay, so how about we take all the soldiers suffering from PTSD, NOT address their emotional trauma and just feed them paleo? Will they be cured? No.
I would try to look at your life as a WHOLE and not just focus on food, assuming that it is causing your mental illness. Are you currently working on your anxiety through a therapist? That could be a great first step. Have you looked at what is different about your life lately that is causing so much anxiety? Are you getting enough sleep? Or you exercising to take care of yourself well enough? Maybe you can try meditation for a while, relaxation techniques and slowly wean off the drugs if you find that it helps you cope with life's hurdles.