I had debilitating anxiety when I got sober. It took 6 days to get up out of a bed and 10 days to move back home. The first month and a half I could not work and I began taking Prozac and upped it every week or two until I was at 40mg per day. In that time, I also quit drinking everything other than water (which I believe helped tremendously, I cannot recommend this enough). Beginning in March 2012, 11 months in to sobriety, I went from 40 mg to 30 mg. In May I went from 30mg to 20mg. In August I went from 20mg to 10mg. This Friday (at 18 months sober), I am getting off the medication completely. I still have some anxiety, but nothing compared to my first two months of sobriety.
Point being that anxiety takes time to improve but it does improve. I'm not trying to sound high and mighty, but two months is not a long time in terms of recovering from horrible anxiety. It took me 2 months just to get some control over it with medication. It then has taken 16 months of sobriety (and only drinking water that whole time) to get to a point where I feel comfortable enough to get off the medication. Stick with it long term.