When one of my boys is scared I put my dressing gown on and hide him under it, I find that when he has calmed down he will slowly pop his head out.
I think the best thing you can do is to reassure her that she is safe. Does she have a place she feels safe? If so, when she gets scared then put her in her safe place and let her calm down a bit. Maybe open the cage door and let her decide when she wants to come out.
Limit loud noises, sudden movements and create places where she can hide when she is out of her cage (even just an old blanket on the floor that she can bury herself into)
I don't know if the anxiousness will ever go away, but try your best to soothe her when she is feeling unsafe or frightened.
Some rats are just very timid, while others are more confident.
It may be that she is not used to other rats so she may feel threatened by your other rats.
Chewing the fur off their legs can be a sign of stress, so if you do find that she is being picked on by the other rats, even if you think that it's normal, remove her from the situation. (When ace is picking on Remy I remove ace and put him in a carry cage as a time out)
Personally, I don't like the idea of separating rats because they are very social animals, but it could be a cause of stress which can cause an increase in nervous behaviour.