esa assessment letter just received, esa form late

Hi, I have been having a lot of trouble filling in the esa work capabilities assessment form. I knew it was going to be late back so I asked for an extension , they said they do not do these for esa and just to send it back as soon as can. It is now almost 1 week since the due back date (3rd feb) I have almost finished completing it and was going to send it back tomorrow. I contacted them the day before was due back, they said would put a note on the system that would be back late. Today less than a week later after the due back date I have received a letter saying the dwp have asked the HAAS to carry out an assessment in relation to my benefit claim (esa I assume they mean). The assessment date is in a months time. The letter is dated on the 7th feb, so they sent it 4 days after the due back day. I am confused and scared what this means. I do not know what to do now as I am still filling in the form and it has not even been sent back yet. Can anyone advice me on what to do now. Should I still fill in the form and send back late or not bother now they have sent this letter giving me an asssessment in a months time. I don't even understand why they have done this that quickly! I suffer from mental health problems if that has anything to do with it I don't know, but now I am just scared and anxious and worried. It has been a huge effort for me just to try and fill in this form and then I get this letter about giving me an assessment. If anyone can give me any advice on this that would be much appreciated.