Anxiety is a medical condition. Saying a food supplement reduces it is a medicinal claim, which food supplements can't make. The sleep claim has no authorised wording for magnesium or vitamin B6.
Food Information Regulation, Art. 7(3)
Food must not be presented as preventing, treating or curing a human disease
CAP Code, Section 15
Food, food supplements and associated health or nutrition claims
Suggested rewrite
Magnesium contributes to normal psychological function.
Remove the reference to anxiety. Use the authorised wording for magnesium instead.