It's funny, the only time I didn't have too much anxiety in such a situation was when I was in a drum circle. I guess it's because I don't know that others are watching me or something. I've been in small circles and huge ones. In small circles I wind up teaching and helping others without realizing it. I went to a Ren faire once and got pulled into a large guild party (a middle east flavored guild) and I wound up front and center playing for the dancers! For some reason, it didn't bother me too much. Of course, I tend to astral travel when I drum, so sometimes I'm not even aware that I am drumming. I would get people asking me "hey play that rhythm again" and I would not know what they were talking about because I did not remember the rhythm.
I guess I"m a bit more comfortable with drumming. At the Coffee shop thing I was playing harmonica which I was told I was quite good at, but I wouldn't know about that. All I know is that I was scared for my life, much like the girl in the video. Yes, that level of anxiety. These days I also have just a touch of PTSD from some other stuff, but it's no fun either.
Yes, music heals, very much so and I have used it in that respect, but some things (very few) are just hard-wired and even with music's power, they are almost impossible to beat.