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For greyhound hair loss, the best treatment is melatonin. You can give 6 mg twice daily and that should help to regrow the hair. It is about the only medication that we have.
The anxiety issue can be a bit tougher. We see a number of greyhounds that have to go on anti-anxiety medications. During the time that they are on them, you try your best to get them acclimated to a number of environments and see if this will help them to calm down. I have tried a number of over-the-counter products as well. One that sometimes works is called a thunder shirt...is goes around the body and acts like a blanket. Some greyhounds respond very well to that. They are also some over-the-counter anxiety mediciations but honestly I don't think I would waste my money...most are not super effective, especially with greynounds who are a breed of their own.
I hope that helps!
Please let me know if you have any further questions.