I feel concern for others, but like my efforts in anything are wasted. Is there any practice I could engage in, to remedy the latter?
Act of the betterment of other, but do not be attached to the outcome, as you have to practice equanimity, also as part of the Brahmavihara. Otherwise the practice will become a burden and a stress, than away to unburden yourself. I.e., be concerned but not stressed, when the outcome is not what is intended.
Caveat: I won't believe in other lives, only karma.
Attachment to beliefs is also attachment which can give arise to stress. Generally it is best to avoid believes in the line "this exits or does not exists, that exists does not exits". But having said this you need a set of Right Beliefs but even to these do not get attached.