Hi Kris. I just wanted to welcome you to SR. It appears that the previous posters have already answered your questions, but I will you give my similar take on it too.
My question is; has anyone been in a similar situation with anxiety, self medicating then worse anxiety, overwhelming anxiety, when they stopped drinking?
I had a lot of anxiety - A LOT! This was towards the end of my drinking career. I think I drank myself into that anxiety and as far as depression, OMG YES! I owe anxiety and depression to my drinking. Been sober for 2 years and I no longer have anxiety or depression. Still am learning how to handle life the best I can, but you can overcome that anxiety and depression without doubt.
Please see a doctor. Depression may have to have help through medicine though. It can be a chemical imbalance. I would get a check up any ways and involve my doctor in the detoxing.