You mentioned feeling anxious, overwhelmed, losing things and having difficulty concentrating. I have experienced the same problems. Have you looked into ADHD? Even without being diagnosed, the tips to deal with these challenges have been really helpful for me. Youtube tips are particularly helpful (try https://www.youtube.com/watch?v=8CvODrpfnaA&ab_channel=HowtoADHD) . It also made me realise there is not anything "wrong" with me, my mind just works differently, and there are measures I can take that can help.
Trying harder is not always effective especially if you are doing too much already. Trying something different can help. You are not alone. It only seems like people have their life together, I certainly don't. Sometimes the simplest things are the hardest. You are also carrying your stress with you the whole time.
I really do understand how frustrating to lose things, particularly when you don't have any idea where it is. There are little tracking things you can get to put on important items you lose all the time, such as your phone, wallet and keys.
Make sure everything has a place so you can try and put things away instead of putting them down. Consider perhaps needing a better or more convenient place. I have a bowl in every room to put my keys in, which cuts down the searching time. You could do a similar thing with your AirPods.
As for losing things in the world, try labelling things with contact info so it can be returned to you.
Sometimes the stress of trying to find something isn't worth it, I often just replace things. Sometimes the original turns up and then I have a spare.
Writing things down where I can see it really helps me focus and remember things.
Good luck. It is okay to lose things, but it really will get better.