Lots of good advice here, but this is my 2 cents:

It’s ok to feel overwhelmed with a new rescue, and you need to pace yourself! You are also getting to know your dog! I’ve had my first dog (also a rescue) for about 6 weeks and I’m just now starting to see her true colors. And I think that is still abnormally fast. She had pretty bad separation anxiety when we first got her. Now, as long as we leave her with a stuffed kong, she will go to town on that then lounge on the couch or in her crate. She feels safe! Her reactivity has gone down markedly. She growled at guests when they came over (she met two friends and my in-laws, we moved too fast in that department). I had a new friend come over a couple days ago, and there was just some alarm barking/baying (she’s a hound) for like 2 minutes, then chilled and came in for play/cuddles. It did not take her long to learn guests=I’m gonna get spoiled and have fun.

Stop and smell the flowers. That’s what dogs do! Learn your dogs body language and take it slow. Build the bond. Once she feels chill with you, she will have an easier time feeling chill in new situations. Be her rock, and read up on ways to ease general anxiety in dogs, like massage, chews, etc. My dog likes the up/down game a lot, if she looks stressed, I play that with her and she calms down quick.

Don’t give up! Most behavioral issues can be worked out. And it can take months for a new rescue to settle in.

Good luck!