Is There A Such Thing As Subconscious Anxiety?

There is such a thing but not sure that is what you are experiecing. There is something called sensory processing overload dysfunction.certain kimds of lights, noises, smells would overload you and trigger anxiety. Basic ansers to help is carry sunglasses, ipod and earplugs. Certain sounds can be altered using pink noise or soft non lurical music. And for the lights put on sunglasses the lights are common, flourescent flicker very fast where the eye cant tell but your brain can. Many stores have changed their lights. There are even some posh stores that are smart enough tomuse "happy" lights.  Which resembles natural daylight light. 

So for enviornment changes im tempted to say no its not sub conscious thoughts. Easy to say sure but it not in that scenario. Your sun conscious has for,ed a rotten habit yes. It jas made lots of shortcuts to trigger anxiety. That stinks and has to be retrained. It is very difficult to change preprogrammed sub conscious habits.  Thats why dbt and   Cbt therapies are even a thing. To kind of start at ground zero and see thing differently. So rather then soend all your moment thinking positive every second, which is beyind almost impossible you are instead retraining your perceptiins of a situation or an emotion and your coping skills in gooes one day and it can take a year..this will flood out the old training. 

Hope that made sense to you. Since tou can feel it at the begining immediately properly calm it. Which is actually structured in dbt and probably cbt as well. The "catch" it phase. So you go to the store and feel it..pop on sunglasses. Or pop in ear buds lower the stimuki for yourself. Room too hot have some handy ise chios on hand. There are tricks available.