I'm being dead honest from someone who has anxiety/panic issues.
If you truly anticipate withdrawal (or your dr does) to be medically dangerous so as to go through it without and Rx puts you in danger, go to the hospital to detox.
If you are projecting that it will be too hard for you to handle without drugs to calm you, very carefully evaluate that thought. You are already tellign yourself that there are things in life you can't handle without drugs.
How you choose to proceed beyond that is up to you, but I think it's important to see what we are telling ourselves, and what it means.
You went to a dr and told THEM how they should treat you and when they didn't give you what you wanted you went to another dr and told them how to treat you.
You say you were depending on it to help you quit. Thinking that the only way to quit one substance is to replace it with another. And you said you KNOW it would help? Does that mean you tried it before? If it was the key to sobriety why are you having to go through withdrawal again? Did it actually work?
I went through withdrawal from drugs...and they don't give you an anti anxiety pill to get you off anti anxiety pills. Even so, having a breakdown and crying on the kitchen floor is better than being hooked on substances.
I went through alcohol withdrawal without anti anxiety meds too. None of it's fun, but it's doable, and we get to the other side. AND we get to the other side knowing that actually we can get through some pretty tuff and uncomfortable stuff even if a stupid dr won't do what we told them to.
Even if you never ever ever abused an anti anxiety pill in your entire life, withdrawal is probably the most tempting time of all to take as many as possible to end the misery that feels unbearable.
If your dr feels you are not in medical danger from detoxing, the best Rx I know of is to get all pills and booze out of the house. Buy enough food and drink to last 5 days. Get music and movies and books you like. Have a friend who will check in on you from time to time and sweat it out.
Believe me, I know crazy, and I know anxiety, but the above will get the job done if you don't cave and tell yourself you can't do it. You can do it if you are willing to let yourself be really uncomfortable long enough to do it. And it doesn't last forever, and things will be better on the other side and you will NEVER EVER EVER have to do it again if you never start drinking again.
The mindset that ...oh well, if I relapse and have to go through withdrawal again, the nice dr will give me pills to get me through it...really isn't our friend.
I understand how p*ssed off you are and how sucky withdrawal is, but it's the nature of the beast, and we can survive it. Telling ourselves we can't is a lie, the question is will we or won't we do what it takes.