Megan, you got a lot of really good advice on here. I used klonopin to detox but I did it after getting the okay from my doctor AND I'd already done two detoxes before, in hospital, so I knew what to expect and what to look out for. I would talk to your doctor.
That said, you do know that a lot of your anxiety is probably stemming from your drinking? Mine did. The withdrawal is horrible for anxiety and I had full blown panic attacks while withdrawing. In my experience my anxiety was bad in the morning because that is when the alcohol was wearing off and I was in withdrawal. Until I had that next drink. I've been sober now for eight months and no anxiety unless I get too tired or have too much caffeine and don't eat right.
Don't mess around with it. Going to your doctor can't be any more embarrassing than me going to the hospital for detox and finding that my doctor just coincidentally happened to be the duty doctor that day. Imagine my surprise when the curtain was drawn back and I had to muster an "oh! Hi." She didn't blink. She did blink when I asked for help the next time when I went to her after I relapsed. However, she was kind and attentive too. Good luck.