I've taken higher amounts of progesterone, but it caused some mild adverse effect (I think it caused disturbed sleep, but I can't remember).
By the way, just came across an interesting anxiolytic drug that is said to be as potent as benzodiazepines, but has no tolerance/addiction effects, or drowsiness effect: etifoxine, which can be obtained prescription-free here, here or here. Interestingly, etifoxine helps regenerate peripheral nerves too. I may buy some of this to try out.
For anti-anxiety purposes, you might like my list of 29 supplements that I found effective for anxiety. From that list, to block NMDA receptors, high dose transdermal magnesium applied from head to toe two or three times daily I found effective.
Snorting arginine pyroglutamate is another good one. For me though the best anti-anxiety supplement is N-acetyl glucosamine (NAG.).