The meeting of philosophy with psychology, though, interests me because I believe that philosophy and thinking can ultimately change a person's psychological leanings and pathologies.

You're good @geke! This is precisely what the brain/mind model proposes; as it points out (with enoughtevidence to support it) that thought processes correspond to processes in the brain and vice-versa. As for the neuropathways, in a very (VERY) simplified way it goes as you suggested first: thoughts-chemicals-anxiety. In a brain process that activates the sympathetic branch of the autonomic nervous system.

Ahahahahah Enjoy the rest of your 'day after Christmas' - this is a great title for a short story! :D
All the best to you @geke. :*