I know that we're far away from each other, but do you have anything that you're worried about?
I know that we're far apart, but do you have anything that's bothering you?
「不安」→「To be worried about, To be bothered about」
「遠距離(で離れてる)」→「To be far apart, To be far away」
「(あなたは)不安に思ってることある」→「Do you have anything that you're worried/bothered about?」
まとめて言いますと、
「I know that we're far away from each other, but do you have anything that you're worried about?」
「I know that we're far apart, but do you have anything that's bothering you?」
と表現します。
Since we are in a long distance relationship, is there anything you're concerned about?
Since we are in a long distance relationship = 遠距離恋愛をしている訳だけど
Is here anything you're concerned about? = 何か不安な事はない?
恋愛的な遠距離と書き足してありましたので、「since we are」と文章を少し個人的にしました。