How to manage my dogs anxiety

So there will be a lot of context and I will try to do a TLDR at the bottom.

I have three pets, this is important. My oldest is my cockapoo Bandit who will be 11 in May. My second is Sheriff, he’s a lab mix we adopted from the shelter in 2022. Id estimate him to be about 4 years ish old at this point. The youngest is my kitten Marmalade who is 3 months old and just adopted from the shelter on 1/16/26.

Sheriff has always been fairly anxious. He hates when Bandit barks and freaks out and will run to me for comfort. He hates when I raise my voice to correct Bandit in any way. He is EXTREMELY anxious in the car and at the vet. He always been a little scared.

Sheriff is not a food motivated dog. He is driven by praise. He will ignore treats completely during training, he just wants that “good boy!” And head pat.

A while ago our vet gave us trazodone to help with his car/vet anxiety but he’s allergic to it and doesn’t get in the car very often so we haven’t used it since his reaction.

Insert Marmalade. My husband loves cats and we’ve always wanted one. We got to the shelter after we saw her on Facebook and picked her up. Our guest bedroom was transformed into her room. We did scent swapping the first three days and let them sniff her door while she meowed. After the first three days we did short visits through a baby gate. After about a week of that, we did short one on one visits with the dog that was meeting the cat being leashed.

Sheriff did very well. So much so that I didn’t think he needed the leash anymore. Bandit, my little old man, was still a little too interested so we kept him on the leash.

One day, we brought Marmalade downstairs to explore the living room/kitchen/dining after about 3 weeks of being home with us. Sheriff was free roam while Bandit was on a leash tied to the dining room table while Marm explored. They did well until Bandit got a little too excited and tried to chase after her (not aggressive. Not once have either of the been aggressive with her). I yelled at Bandit to leave it and grabbed his leash. Sheriff immediately started freaking out, panting, shaking, and trying to basically crawl into my skin.

Fast forward to this week. Bandit has made massive improvements. He’s off the leash, he tolerates the kitten jumping on him. Bandit and Marm nap together while she grooms them. Sheriff is.. meh. Unfortunately Bandit is still a curious old man and will follow the cat around a little too much. If I tell him to leave it, Sheriff freaks out.

Anytime Bandit gets any sort of correction, Sheriff will start to shake. Then he presses himself against you and demands comfort. Then if you tell him to lay down and settle down, the panting starts. I immediately separate him into a bedroom or downstairs past the baby gate to calm down.

I’m feeling anxious and stressed out about this. My husband and I agree that it isn’t the cat but more so Bandit being corrected (as I’ve stated). I can’t tell Bandit “no” for anything without Sheriff panicking. Bandit tries to eat something I dropped on the floor and I say “no!”? Sheriff immediately runs to me with his tail tucked and tries to shove himself into my arms.

I’ve come to this subreddit to seek advice. Is there anything I can do training wise or should I consult my vet for anxiety meds? I’m starting to feel very anxious about the whole thing as I want to have a harmonious household. The upstairs has our office where we spend most of our time so I feel guilty that Sheriff is downstairs while everyone else is upstairs. Sheriff is otherwise an incredible dog and I love him so so much.

Thank you for any advice you can give.

TLDR: my dog is extremely anxious when my other dog gets corrected. I’m not sure if there is any training I can try or if I should just consult my vet about anxiety meds.