This is my experience only.
Like the endless "chicken/egg" debate, I could not tell you whether the depression caused the drinking or the drinking caused the depression. In the end it didn't matter. For me, the solution ended up being two meds for depression, and one benzo for anxiety/panic attacks.
I found out later that the benzo I was on would be very difficult to get off of, but I did it. It took two years. I am happy it's gone from my life.
To me (remember, this is my experience only!), "sobriety" means that I do not drink any alcohol, and my dr. does know I do not drink and why- but medications she prescribes are done for a reason. I have never taken the benzo except exactly as prescribed and have never abused it recreationally.
If I was taking them to get high, I would not consider myself sober; taken exactly as directed they are sometimes necessary and helpful.
Your mileage may vary.