In my opinion you are making progress but you may not recognize it or accept credit for what you have accomplished. Part of this conflict is that your progress is not equating with your expectations...that is okay, it is REALLY easy for our efforts to get de-railed at this early point, because we simply fail to recognize what IS progress in our experiences. There are dozens of distractions and mis-understandings that can happen at this point; I was de-railed by my own particular issues early on and I can often recognize it now by reading others' experiences.
Your 'weeks of setting your Intent' have actually resulted in your latest experience, once you relaxed and were not actually expecting anything. This is frequently how it works: we work, work, work...set our Intent multiple nights...get nothing...and then let it go out of frustration...and BANG it happens a day or two later...
In your case, you noticed some developing visuals...but lost it as Physical Reality (PR) issues intruded and some anxiety resulted.
I want you to realize this: Your Intent has worked! You are beginning the process of changing your Focus into the NP. It's just not quite happening in the manner your expectations have set; and this is a big issue that throws us off course early on; it demands the need for an agility of our consciousness to adjust to something new or unexpected.
Reading your earlier posts, I get the idea you are expecting the standard Etheric/RTZ exit where you float up and out of your body. That is a fine and valid form of OBE...but if you are getting visuals as opposed to 'Etheric' exit sensations, then you may be headed towards a Phasing type exit which will have little or no physical-like exit sensations; it will be a purely mental thing. So when you are at that crossroads, when you come to that Y in the road, only you can make that commitment...and this is where I say you need to GO WITH THE FLOW. Go with whatever direction the sensations take you; don't fight to force sensations that are not there. If you stay calm and let the visual develop and stabilize, at some point you can literally 'step' into it: that is Phasing.
The PR issues and the resulting anxiety have to be ignored. They are likely another 'test' to see just how committed you are to expanding your consciousness. This message should resonate within you...do you understand just how subtle this testing of your 'will' is? It starts right here, right now...and it is serious. It will not kill you or harm you, but it will push your limits beyond what you might expect, certainly what you understand.
This is another Intent/affirmation that you can add to your nightly address: I leave behind all Physical Reality issues for now and know that I am safe and protected as I venture into the Non-Physical worlds.
Also read up on this so you have a further idea of the sensations out there:http://www.astralpulse.com/forums/welcome_to_out_of_body_experiences/exit_symptomssignposts-t46206.0.html
Hope that helps. It is baby-steps at times; nothing wrong with that.
You are closer to your goal than you may realize.