Hi luckydon you seem to be causing yourself a lot of needless worry which will be aggravated by you having anxiety. In turn this is most probably making you feel down (depressed) and if your illness hasn't been explained properly to you then this will leave you confused.
When you say that you have COPD and had 2 X-rays that were clear, the X-rays were to see if you had an infection. If they came back clear, that tells you that you haven't got an infection in your lungs. That's a good thing.
COPD is a progressive disease but can be controlled and slowed down a lot with good treatment and medication. One of the best things you can do to help yourself is to give up smoking. I know that isn't an easy thing to do, I've been there and it took a lot of effort for me to give up but the rewards are well worth it. If you decide to have go to stop smoking there is a lot of help and support available if you ask for it.
Don't worry about what stage COPD you are, that is just a number. Concentrate about what your Doctor, Consultant and yourself can do to improve your condition not on anything negative. If you have a good positive attitude you will feel a lot better in yourself.
Don't forget, this is the best forum for seeking help and support or for just having a bit of a chit chat to cheer yourself up.
Have a word with yourself, kick yourself up the bum and start thinking positively.