So the question I'm always asking is, how am I doing everything right, and yet it's not working?

A question that you could hardly find an answer to because things doesn't work the way we look at it.
We all know that life isn't fair, it just treats one the way it feels like.
We don't always get what we hope for and that hurts a lot.

So currently I'm trying to find natural ways to relax or take away thoughts of anxieties; perhaps this will help me. My plan is that I have to key into the current happy moments in my life so that I can find some inner relaxation.

You're already in the right direction and I'm pretty sure this will help a lot. You owe yourself that happiness.