Hi and welcome to NMP
Yeah, GP's can be pretty patchy when it comes to nutrition. Some won't want to stick there necks out and stick with standard advice or say they can't advocate something.
From reading threads on here about vitamin B, it has always been a mixture as you found. I think there is always the issue that some people are at worse stages of anxiety or are more sensitised to physical symptoms so it can be hard to know whether the reactions are based on anxiety too. So, what you could try is exposure - why take the whole 100% RDA pill if you can assess the impact by breaking them in half or quarters and building up?
In terms of which B vitamins, probably more B6 for brain processes. It's not just vitamins though, you will want to read how the neurotransmitters are created (Wiki has plenty on this) as some need vitamin C, some are B6, etc. Then you need L-tryptophan too if you are going the Serotonin route but be sure you understand about using carbs to ensure this goes to brain health since certain other amino acids found in protein meals compete and drag the tryptophan with them away from brain health towards other areas of the body e.g. muscle. L-tryptophan in supplement form also avoids other amino acids, so can work. If you are thinking of the 5-HPT route, I suggest you have a read of the Wiki page on that since it explains what else that needs with it.
What sort of magnesium are you going to use? I have found a fair bit of information about the different types and how bioavailable they are. Have you looked at the issue of "elemental" magnesium? And how many magnesium supplements are labelled as elemental incorrectly? I can explain that, if needed.