If I start with hemp capsules but don't notice a difference after a week, do I go onto CBD oils or up the capsule amount first?

It's up to you. If you'd rather take capsules than other forms of CBD, then you can continue with capsules. I don't know how long you've been trying them, but if you've been taking 10mg for less than a week, I would give it a few more days before making a decision. Sometimes the effect takes a week or even two.

Then if you still can't feel any change, up the dosage. Just don't exceed the recommended maximum dosage. If you still don't feel a change, you might want to try CBD oil as it can be absorbed more efficiently than capsules. You could also try CBD products made specifically for anxiety, like Relax and Relief CBD Oil by CBDistillery. Or try capsules with a higher concentration of CBD. You might like CBD gummies that you can chew throughout the day when you feel anxiety creeping up on you.