Since it gives you so much anxiety... if you have to host it, I would pass, but if a friend offered, I would let them know it's a source of anxiety and you want it to be small and intimate. And see if they are willing to take any familial blame for not inviting certain people (that's a good friend!). Or you could do the same, but instead of while you're pregnant, have a "meet the baby" shower. Then the baby takes some of the attention off of you, too.
There’s a chance you won’t want to make a ton of visits after baby is born. I would consider that when you think of skipping the shower. I had a really hard time with even the grandparents coming over. The feeding and sleeping schedule was so intense that guests just added to the pressure. Maybe to take the pressure away you do a co ed barbecue or get together? I am the same. I don’t like all of that attention. But I stick with very few close friends, and then family.
I didn’t have one as I don’t like the fuss! Instead I just went for a ‘baby brunch’ with nearest and dearest! Had breakfast, received gifts and was home a few hours later xx