The exact same thing happens to me. I don't get traditional "hangovers" (i.e. headache, nausea, etc.) but have horrible anxiety/shortness of breath/panic spells once the booze eventually starts wearing off (afternoon/evening). It's a combination of a lot of things... the toxins, the dehydration, depletion of nutrients... you do this consistently for a long enough time, your body eventually starts to get confused, oscillating constantly between two extreme states (sober and drunk), brain chemistry gets thrown out of whack, and the anxiety is a byproduct. It sounds like you have some OCD tendencies (I am an OCD sufferer myself) and the monkey wrench alcohol throws into our brain chemistry mix, throws it out of whack. And, honestly, a lot of times when I get tempted to go on a bender, what holds me back is not wanting to go through the horrendous day or two of panic and anxiety spells. My OCD/Anxiety disorder activated when I was about 25, and thinking back, I started drinking differently right around then (i.e. in a self-medicating manner). Just something to think about....