I had incredible luck that somebody once advised me to go read Claire Weekes - Essential Help For Your Nerves (I believe it was Plum... ). Her work is from the half a decade ago and so are the cases that she uses as examples, but her advice is timeless and golden, especially for phobias: Face the symptoms, accept the symptoms, surf/float the symptoms and give it time! This goes for (symptoms of) anxiety but also for pain. The whole idea is that you slowly teach your brain that in fact there is nothing to fear.
I feel you can work on both your pain and (symptoms of) anxiety at the same time, an attack from both sides so to say with the same technique of facing, accepting, floating and giving it time.
So, having kicked most of my anxieties and pains, what would I advise to someone in a similar situation?
Start small and slowly build from there. For example; do your exercises first in your garden, then your street and increase your range slowly. Pain and (symptoms of) anxiety will try to keep you housebound and not move; the big difference however is that you are aware of that and you can apply the Weekes-techniques to retrain your brain. Set a pace for increasing your range and for intensifying your exercises that you feel comfortable with (give it time!). When you have a good day, take a chance and go nuts, you might get surprised ... or regret it, but hey, nothing lost and at least you tried, there is always tomorrow. And don't feel bad if sometimes it proves to be too much for you, just take a day off and try again the next. Also, I very much like the 5 seconds rule: try to act within 5 seconds if you are hit with the idea of going out for exercise, wait any longer and your mind will try to talk you out of it.
Hope it helps, take care