I'm going to go through this song paragraph by paragraph, with my interpretation of the meaning. (I don't normally do this, but felt like it for this song!).
-I take a pill to help me through the day I stay inside until I feel okay-
She takes medication for her anxiety, which somewhat helps. She doesn't leave the house until her anxiety dissipates (she could have an element of 'social anxiety').
-I’ve always been so cautious But I’m sick of feeling nauseous-
She has always been a cautious, careful, watchful person But she is sick and tired of having nausea (which is a common symptom of anxiety, although not everyone gets it - I have anxiety but don't usually get nauseous).
-It’s not that I am losing This wall of my own choosing-
I think the lyric here should be 'WAR', not wall. In which case I think she's saying here, it's not that she's losing a war that she CHOSE. The war is her anxiety, and she didn't choose this war. Nobody chooses to have anxiety.
-Take me on a ride Show me how to hide the voice in my head Meet me on the road, tell me all you know I’m here on my own-
I think this could have two meanings... One is that she's talking about her psychologist, and the 'road' and going for a 'ride' is alluding to her anxiety journey. The other is that she's talking to a friend of hers, and wanting them to take her away and try and take her 'mind' off things.
-Take me on a ride Show me how to hide the voice in my head You’ve got away with my anxiety It’s yours to take back-
With the psychologist scenario, the last part makes me think that the psych is taking away her anxiety and she's saying "here, have it, I don't want it". Same goes if it's her friend - her friend is taking away her anxiety.
-I walk alone, I stumble to the beat My stack of drums are always on repeat-
Her mind is always racing and thoughts always repeating, like a drum
-You never win when losing is a game Inside your head there’s no one else to blame-
Her anxiety is constantly tripping up and she feels as though she's losing her battle She has nobody to blame but her own mind
That's all I've got. I can really relate to this song because I suffer from a combination of 'health anxiety' and a bit of 'panic disorder'. I'm not taking medication but I AM seeing a psychologist. People who have never had anxiety (not just the 'normal', everyday worry, but ACTUAL anxiety, a consistent worry in the mind) really have no idea what people go through. It's hard to understand, much like depression. Ladyhawke herself said about naming the album 'Anxiety': "...every song has that sort of feeling, my mindset throughout the recording was a mixture of being so tired and just being worried the whole time. I'm a walking ball of anxiety. It completely sums up the album." I'm not 100% if she really DOES have an anxiety disorder, but this song is definitely for anxiety sufferers everywhere. People want to be 'free' from their anxiety and it's a long journey for some. It's very debilitating!
I thought this was possibly about getting off medication. Most of the medications related to mental health have uncomfortable side effects, among which nausea is a frequent one. So, she's always been cautious about having the medication when she's meant to but simply can't deal with the side effects any more. However, people who aren't on such medication don't really understand how bad it can be, doctors included. So she's saying she's not choosing to lose the war but can't keep fighting it.
Then the chorus, with its different pacing is about getting advice I thought. Maybe she knows someone who had similar symptoms but managed to control it without medication.
I was puzzled about the words "It's yours to take back"; because if someone has taken away her anxiety then why would they need to take it back if they already have it? But then I thought, maybe the previous line "You've got away with my anxiety" is actually "You've got a way with my anxiety". (Notice "a way" rather than "away".) So it's like the entire chorus is about someone taking her away, maybe on a mini holiday to help her de-stress, and she's basically offering to do the same for them if they ever need it.