I wouldn't recommend it. Smoking only helps with anxiety if the cause of your anxiety is people and no one else smokes. Then you can say "I'm going for a smoke" whenever you want to be alone for a while. Other than that it usually makes it worse.
The myth about smoking relaxing you is false. What actually happens is the longer you've gone without a smoke, the more stressed you become. Having a smoke just resets you to baseline. So it appears like it relaxes you because you're comparatively less stressed than you were before the smoke but you aren't more relaxed than if you weren't addicted to nicotine.
Yes, but only if you smoke using a long thin cigarette holder as pictured so maybe The Last Stand will mistake you for Audrey Hepburn; you might solve your other problem that way! Realtalk, those kinds of cig holders make smoking a lot easier, but you really shouldn't start.