Anxiety Support Group
Anxiety is a physical condition marked by intense and persistent feelings of distress, fear, angst or dread. General anxiety caused by routine day-to-day stresses usually passes quickly and is experienced by almost everyone at one time or another. However, such feelings that linger over time and are very difficult to cope with, and which lack a clear cause, may indicate...

When MD's don't know what it is, that doesn't mean it's not "real" or "it's just anxiety."
You might want to speak with an alternative physician. Instead of trying to bundle the symptoms into a definable illness for which a pill can be prescribed, they treat you for what's going on.
Acupuncture may be best as they work from a place of looking at hot and cold (as well as other opposites like too much vs. too little, too fast vs. too slow, etc.) I imagine with one or two treatments they'd be able to help.
You might also get your vitamin levels checked to make sure they're in the therapeutic zone. Not "normal." "Normal" means not sick but if vitamins are in the therapeutic range, you're going to feel much better and prevent a lot of illnesses. The biggies are vitamin D, folate, B12. They may also want to check your hormone levels.
Have you had you thyroid function tested?
Inability to control body temperature is often a sign of hormonal imbalance related to thyroid function.
Also problems with the HPA axis(Hypothalamus, Pituitary, Adrenals) can cause Anxiety and a whole host of problems!
Doctors know very little about a lot of things!
You may need to see an Endocrinologist who specialises in thyroid function and or pituitary gland problems.
it's a process of elimination to find the cause
Not all anxiety is psychological, adrenal malfunction can cause anxiety also if you have low oxygen levels in your blood! e.g. asthma
Try some research on line to see if you can identify your symptoms!
I have had my thyroid checked and everything was fine (according to the doc) the only way the chills go away is if I'm completely distracted or when I go to the doc . I had them so bad that I was shaking and couldn't even drive but once I walked in the ER and they put me in a room they completely went away. Iv only had them for about 2 week they went away for about a week and I started feeling normal again then this past Saturday night I was watching UFC 195 robbie vs Carlos and I got so worked up for the fight I kinda was having a panic attack. My heart was pounding, my hands were tingling and sweating. That night I could not sleep and that's when they started up again. Not only do I have the chills but I also get bad night sweats and I lose my appetite. I eat but I kinda just force my self cuz I know I have to eat. This just sux I'm tired of this I feel like I'm crazy.
I also feel better when it is sunny and hot.
If you scroll to "body anxiety symptoms" towards the bottom of the page, you will see chills listed (among many other things). I find this site a great comfort. It brings down my anxiety when I read through the symptoms and see that I am not crazy :)
Good luck.
That site is what got me through my first major battel with anxiety about 7 years ago. I check it every day I think I know that list by heart. It's a great site I see the symptoms but can't convince my self that it's all in my head, I just feel so crappy.