Complementary means to “to enhance or emphasize the qualities of each other or another”. Synonyms for complementary include harmonious, compatible, and matching. So by this description I would say no, low confidence and low self-esteem are not complementary to each other. They are however related in that a feeling of low self-confidence can lead to anxiety.
For example, if you are self-conscious or concerned about your weight or appearance, you may be anxious about attending a social situation. The reverse is also true. If you are anxious about attending a social situation it will not help your self-esteem because you may feel disappointed in yourself which can impact or potentially worsen your self-esteem.