@Felix Yes it’s an interesting conversation all round. For example when does a feeling of sadness become depression and what is the difference between them.
I do remember when I was younger I had a lot of body image issues and so I experienced this ongoing anxiety that eventually became completely ingrained to the point where it could be called a ‘state’. This also ended up creating it’s own physical symptoms eg constant tightness in the shoulders/upper back. So perhaps this is something more similar to what you are experiencing?
For example I remember that if I had a big meal and I could physically sense my stomach becoming full this would immediately trigger a strong episode of this anxiety. It did seem different to merely experiencing an emotion or being in a mood because it seemed I would then be locked into this ‘state’ until it wore off, usually it would persist until the next morning.
I remember these kept happening for the first year or so of applying the method, I would ride them out each time whilst remaining attentive to what was going on. I noticed over time they started to wither and eventually they disappeared completely.
It seems to me that what makes a feeling become a ‘state’ is when it has no way at all to be resolved. It’s truly an awful thing to be stuck in and I remember thinking that if only I could eliminate this ongoing anxiety that my life would already be complete.
It’s like if a person experiences fear but at the same time they hold the belief that they shouldn’t be having the feeling it in the first place, then the feeling becomes locked into something much more problematic. Then the next step from this dilemma is the ‘tried and true’ method of dissociating from the whole thing and thus turning it into a complete shit show 
It seems to me that these ‘states’ are basically the end products of a completely failed system of dealing with one’s emotions. One is stuck between a rock and a hard place.
Which segues into what you have described as your mistakes with applying the method… There were feelings happening but with pressure coming from all angles they were ‘locked in’ and eventually became something much more problematic.