Froglet! You are me! Well, you have similar problems to me. I also have social anxiety disorder/GAD/panic disorder without agoraphobia, had been diagnosed incorrectly with depression a couple of times, and drank. I know now that I definitely used alcohol to self-medicate, but now that I have six months sober (!!!!), I see that it made everything far worse. Yes, even a little - it made me ruminate over my worries even more and drink more... then I would be drunk, so I wasn't always worried then (but I was still emotional, naturally)... but then the hangovers made my anxiety skyrocket. I couldn't face people, I was sure I had a fatal disease (well, I did... alcoholism...), I was afraid of my blood pressure being high and people judging me, etc.
I can't say that it's the same for everyone, but for me getting sober, going through an outpatient alcohol treatment program, attending AA, talking to a therapist weekly, then starting antidepressants, working on a healthy lifestyle and looking for spirituality... all of that took away most of my anxiety. But stopping alcohol completely was the key that made the others possible and effective.