Vitamin D is one of the things that help the Catecholamines function.
The Catecholamines are the fight or flight hormones, and include Dopamine, NorEpinephrine and Epinephrine (Adrenaline).
All 3 Catecholamines are all made by the Adrenal Glands from the amino acids Phenylalanine and Tyrosine.
It seems that people who have the Anxiety reaction from too much Vitamin D or even Sun, have very low co-factors for Vitamin D. Those being Zinc, (small amounts of Vitamin A), and the most important Boron and Magnesium.
Magnesium is usually calming itself, though it is also needed to keep calming neurotransmitters like Serotonin and GABA up - which in turn balance the Catecholamaines.
Boron seems to be required to maintain the proper Balance between Magnesium/Calcium and the proper usage of Vitamin D.
Personally, if I take Vitamin D supplements I get some anxiety. But if I take it with alot of Magnesium, it is almost always gone.