Disclaimer: Sorry for the short novel!
I quit before I conceived my first and have been smoke free for a little over two years now. I was able to quit all while working a horribly stressful job in child welfare, finishing my final semester of graduate school, and planning my wedding. Before quitting I was smoking roughly a pack a day and had for nearly 10 years. Thankfully, I was able to use Chantix and highly recommend it though I am fairly certain it is not safe for use while pregnant.
That being said, there are other things you can do to help yourself. Smoking is part of your routine, so change your routine. Take a different route to the store or work if smoking in the car is a habit for you like it was for me. Suck on hard candies, chew gum, take deep breaths (I still have to do this sometimes), suck air through a straw when you have a craving. The thing that helped me the most when I would have really bad cravings was reminding myself how much I would regret giving in to the craving the next day. That seemed to really motivate me. Also, deep clean your house (even if you do not smoke in it), deep clean your car, all your clothing, everything. Take that underlying scent of smoke out of your environment and that will help with the cravings.
If you slip up, don't beat yourself up. Relapse is a part of recovery. It happens sometimes, just get right back on the wagon and allow yourself to recognize what caused you to slip up to begin with and avoid that trigger in the future. I have generalized anxiety disorder as well and I have had to find other ways besides smoking to cope with anxiety both with and without medications (they don't tend to mix with pregnancy well). The other thing I have found that helps with the anxiety is to just not fight it. It is ok to have an anxious feeling but it gets worse if I focus on it or try to fight it. If I keep thinking about not being anxious it seems all my brain picks up is the words "be anxious" and naturally my brain complies with this command. Deep breathing helps with this too.
Again, sorry for the LONG post. You can do this. I know it seems next to impossible. I never thought I would ever quit successfully, but here I am. Just take it one day at a time and don't let anyone make you feel like crap for doing your best.