This might sound weird but I always like taking a handheld with me when I go to work or go out for a while in general. It helps with my anxiety knowing I can play a game to calm me down even if it’s just for like 20 minutes in the bathroom. My favorites to carry are a 3DS, switch, or vita.
If I’m expecting to be out for days or more, I’ll bring my 3DS. I might not use it, but at least I have the option. Mostly, I bring a tiny Tetris handheld with me, fits in my wallet.