I dealt (and still deal) with guilt and anger by a 4th Step inventory, followed at once by Steps 5-9. When I did (and do) that, the anxiety and depression took care of themselves.
Perhaps I'm different from you, but the main cause of my drinking was that I am an alcoholic, and that I had lost the power of choice in drinking. It didn't matter what I was feeling, my solution to that feeling was drinking. My solution to just about everything was drinking. My reaction to life was drinking.
I've been doing those things I mentioned for quite some time now, and I haven't had to drink. I haven't had the anxiety and depression either. Doing the same things, getting the same results. As the result of doing those things, my reaction to life was profoundly altered.