Hi and Welcome,
It IS hard, but you can do it!
I also had depression and self-medicated with alcohol. It helped very briefly, but before I knew it, I was an alcoholic and couldn't/wouldn't stop drinking.
In my experience I had to try a few different antidepressants to find one that worked for me, and the dosage had be adjusted to. So, please persevere and I hope you can find something that works.
Staying sober, recovering, involves making a lot of changes in your life. I'm glad you have a great therapist and I hope that you keep reading and posting here.