I don't see a problem with an ob/gyn prescribing anti-anxiety meds for occasional use. Mine will also write a script for my migraine meds.
See now, my ob-gyn can't. I have wicked (menstrual) migraines and he STILL couldn't prescribe anything for me but pain meds. I had to see a PCP to get migraine meds. Maybe it depends on where you live?