My male chihuahua is acting very weird, like he has anxiety or is worried about something... what's wrong with him?

Chihuahuas are commonly anxious or nervous and there may be many reasons for this:

Was she in heat recently? It could be a phantom pregnancy.

Maybe there's some sort of psychological reason behind it (yes, dogs suffer from psychological problems too..)

The best thing to do is seek the vets advice on this, as it could be medical or behavioral, and a full exam is needed to say for sure.

I would also recommend trying to keep your chihuahua in a calm environment, and reassure it that you are around and looking after it.

Chihuahuas are prone to separation anxiety, so maybe you need to practice going in and coming out over and over again - stretching the time you are away from a few seconds to eventually a couple of hours...