Hugs to you, Regrets! It's different for everyone, but the anxiety thing for me only lasted 3 or 4 days. I'm about 2 weeks into total sobriety after drinking daily/heavily for many years. I still get weird mood swings and some confusion at times. This morning I woke up feeling almost hung over, though of course I had not had anything.
My non-professional opinion is that it takes your body a long time to adjust to not drinking, if like me you've been marinating in the sauce for years. I read a lot about the physical effects of alcohol on the body, and there are countless effects on every system of the body, all the organs, the central nervous systems and even at a cellular level. Again, everyone is different, but in my case I am sure I caused a lot of damage; it's going to take a long time to heal or reverse what can be healed, or at least to get myself on track with this new, healthier "normal."
I stopped hanging out with some of my hard-hitting/heavy drinking friends. Like you, I live in a place where it seems everyone abuses alcohol (northern climate, long dark winters and not much else to do). I'm finding other ways to spend my time, like exercise or browsing bookstores or going to museums. I find it's actually more fun than going out drinking (or staying IN drinking)!