Well I have no idea what your lifestyle is like (diet, exercise, sleep, daily routine, etc) so I don't know what to recommend there. But anxiety/stress is one of the big things limiting your concentration and memory, then doing things to reduce those would help.
Meditation/mindfulness can help a lot. I prefer to meditate a night before I go to bed, so I can unwind and relax, and improve my sleep. I prefer to meditate 20-40 minutes every day. But more will certainly help. I would suggest trying to do it at least once every day for anywhere from 10 to 40 minutes all in one go. If you are willing to do more, then I would add in some more 10-30 minute sessions at other times of the day.
As far as how to do it, you can research different forms online. But you can simply just get into a comfortable position (I prefer sitting cross-legged and in a modified, easier-to-do Lotus position) and focus on your breathing. Don't cling to any thoughts that come into your mind, just let them flow, and try to get to a calmer state, with little or no thoughts bothering you, or flying in and out of your mind very fast.
Stretching, yoga, and exercising can also help reduce stress, anxiety, depression, etc. I would suggest with stretching, to make sure you never go too far, because it's been a problem with me. You only want a very small amount of discomfort, nothing big. For me, it's been easy to overdo it when stretching, and do about the same amount of harm as good.
As for exercising. Just go with whatever you prefer. As with all of the things I am mentioning, you need to experiment and find out what exactly works best for you.
Audio brain programs. This is another thing you can try. There are several of them out there, some more expensive than others I think. Basically, if it's actually possible, they help change your brain state with audio. Some of them are just binaural beats, others supposedly have other kind of audio waves. It might all be complete nonsense, but they have helped me with relaxing. Lifeflow is my favorite. They seem to be binaural recordings, and one track sounds incredibly realistic to me. It sounds like I am really right next to a small stream, close to a house with wind chimes on the porch. Just that part alone is relaxing. They require headphones to sound right.
Okay, so, so far everything I've mentioned is just for relaxing and reducing stress, anxiety, depression, etc. All things that will negatively effect brain function. Doing these things will help, but you will likely need to do more.
What's left? Using your brain. Try out lumosity or really any brain games. Whatever you CAN, try to do it better, faster, etc. Maybe try memorizing one, small thing first. Or two. Or three. Pick something you really like and really want to remember and work at remembering it. I don't think there is any magic thing out there, you just have to find out about different little tricks and then use them.
Like you, I seem to have pretty poor recall. I can remember things, but often times I need to have what I'm trying to remember in front of me (then the lightbulb goes of and I can end up remembering more that isn't right in front of me) or I need hints. I struggle with just picking it out of my brain and writing it down or saying it, even though it is in there.
Right now I am trying to improve my concentration, memory, and learn new things. And I'm reading and listening to things about learning. One thing I am listening to is Accelerated Learning by Brain Tracy. A book I am going to check out is You Can Have an Amazing Memory by Dominic O'Brien. There are tons of websites, articles, books, audio programs, youtube videos, TV shows, and more about this stuff. Google. Look. If I you want, I can let you know of anything else I come across related to this. I'm currently trying to improve everything about myself.
Hope this helps. If you have any questions, just ask.
(Is there a name for us? The anxys? SAers?)