It’s hard to go wrong with simply acknowledging that what another person feels is real. Saying things like “that sounds awful” can feel like not solving the problem but saying this kind of thing solves the problem of a person feeling like no one has even the smallest idea what they are going through.

Even just repeating what they said eg “social anxiety is really bothering you?” can be good.

some responses I like better are:

“do you know what seems to cause it?”

“how do you manage it so well, It’s not something I would have noticed if you didn’t bring it up”

“That sounds really stressful”

“Is something making it worse as of late?”