ADHD, anxiety, and depression are the holy trinity. Been there, done that. From what I understand meds that help with ADHD can make the anxiety worse, and vice versa. Meds for any of this are an inexact science and must be adjusted frequently. Brain chemistry changes over time, probably more so with children as they develop.
Learning mindfulness, which even a kid can do, proves helpful for many. It helps to separate one from their many thoughts and let them observe them instead of giving into all of them, as people with ADHD often struggle with impulsivity. I don't have a regular practice, but I did use the Calm app at one point and liked it. For some it is a chance to focus for a time, working out that focus muscle. Me, I am likely ADHD overfocused type, and I can hyperfocus like nobody's business if need be.
I don't want to give you or him false hope, and I also don't want to demonize ADHD, but maybe there's hope that he could come out of it as things change in his body and as he gets farther away from what I think you referred to as chemo brain, or something like that.
Oh, a good podcast that helps shine light on those with ADHD that are successful is called Faster Than Normal. It is a good listen. I just thought of that one today and thought I'd share.
ADHD is an executive function disorder. Chances are your son knows what to do or not to do but has difficulty executing it at times. Plus he's a kid. Plus he's coming off steroids. Plus the chemo meds. Plus, plus, plus, but the good news is that as time goes by he'll subtract those things. I'm just sorry that he has to go through it now. Sounds like his short life has had some really tough times. I hope he gets to just be a kid sometimes and enjoy life.