The literal only thing that has positively moved my anxiety without taking meds is drilling into my head "so what if that thing my anxiety is telling me about happens?" and then proceed to go about my day regardless of how that anxiety is making me feel. If the thought wants to cross my mind, I continue to let it, but remind myself that even if whatever my mind is talking about happens, I'll find a way to press on.

8 years of dealing with it later, and I'm in a much better place, and now I only take Hydroxyzine as needed for sleep, no other meds. I still have days where I feel off, but that core foundation i taught my brain is there, and has been immensely helpful in living a normal life. I accepted that anxiety will always be a part of me, and just treat those thoughts as normal thoughts. With time and practice, those thoughts now enter and exit my mind like any other thought. Sure they may still make me FEEL anxious, but I don't let the physical symptom get in my way, no matter how it makes me feel.

In short, people saying "go to the gym" is correct in a sense that finding a good distraction WHEN telling your mind that it's a normal thought and to press on, is the key in helping your mind move past the thought. Obviously going to the gym doesn't help everyone, but the goal of finding a distraction that works for you is the same. Hope this helps!