seymour, In Inflammatory Bowel Disease, there are studies that show that if you do respond to your first anti-TNF and then lose response later, then you're likely to respond to the second anti-TNF. If you do not respond well to your first anti-TNF, you're called a "primary non-responder" and they try a biologic with a different mechanism - like Stelara (IL23 and IL12 inhibitor).
I would guess the same principle applies to SpA.
That said, everyone is different. I didn't respond well my first anti-TNF (Enbrel) but did respond well to my second anti-TNF (Humira with MTX). I eventually figured out I need to be on a med like MTX (such as Arava or Imuran) plus a biologic to keep my AS under control. And that IL-17 inhibitors work better for me than anti-TNFs. All of this took a lot of trial and error - I have literally tried ALL the anti-TNFs approved.
Honestly, right now it sounds like a lot of your symptoms are being exacerbated by anxiety. Anxiety makes everything worse - it makes you really aware of tiny things you normally would not think about. I would focus on working on your anxiety and also see your rheumatologist. She/he can examine you and see if your joints seem inflamed despite having normal inflammatory markers.