I take fish oil daily for its other benefits besides anxiety relief and from an anxiety standpoint it seems to do nothing for me.
I'd suggest getting capsules and taking it before a meal so that you dont have to deal with the taste. If its unbearable you can get flaxseed oil instead which has kind of a nutty taste. It (supposedly) isn't as great as fish oil but it's still omega 3.
Unfortunately with all supplements, just because it
may help with something doesn't mean it will.