Did they find anything on the ultrasound, like a nodule? Is the entire thyroid enlarged or just half of it?
Did they figure out what the lung scaring was from? Did you ever have pneumonia or other severe lung infection?
I don't think anxiety would explain all of this. That seems kind of dismissive. Did they do any other tests, like to check your blood sugar, iron levels, stuff like that? Do you know the exact results of the thyroid tests? The "normal" TSH (Thyroid Stimulating Hormone) levels have been made tighter in the last few years (I'm not sure exactly when), but some labs still use the old "normal." Also, your levels might be in the normal range, but actually be abnormal for your body. You might want to find an Endocrinologist that specializes in thyroid issues (most focus on diabetes these days, so it might be hard to find a thyroid specialist) and get all your tests looked at, including the ultrasound. I don't think having an enlarged thyroid is normal anyway, so something might be going on. Plus, thyroid problems can give you anxiety and depression, as well.
I hope you find the answers you are looking for. I wish I could give you more help. Please feel free to write back if you have more questions. The main thing is to not give up and let yourself be dismissed. Best of luck to you.