Hmmm. Interesting question. My initial reaction is that distress is the result of being "overtaken" by something while anxiety represents the anticipation of being "overtaken." Just a gut reaction. I'll think about it some more.
Meanwhile, I have a question for you. Have you thought about mapping personality disorders onto the compass of shame? Borderline on the axis between attack self and attack other, Narcissistic on the avoid pole...what else? Where would you place the others?