This is very accurate. I think your problem is a mixture of both being a new grad, and the acuity level. I have gone through the same feelings that you are and almost gave up altogether. Your feelings are normal, and you'd have many of the same feelings no matter where you were working. The feelings of anxiety will pass once you start feeling more comfortable.
When you have a situation come up (code, procedure, etc.) that you haven't dealt with before, you need to rely on coworkers to show you how to handle it correctly. Hopefully you have strong coworkers/charge nurses that assist you when they see that you're in over your head. If they're not recognizing that you're having a hard time, you need to speak up. If they still aren't willing or able to help, then you need to get out of there. New ICU nurses need to be able to rely heavily on their experienced coworkers.
Once you've seen how situations should be handled, you'll know what to do the next time you see it happening.
Looking from the outside in, I think you should try to stick it out for a year, or until you can get an ICU or NICU job in your hometown (if you want to move back). Try to get into a large facility, because there should be more opportunity to transfer between units.
Hang in there. It WILL get better :)