I'm not sure if anyone here can give a definitive answer to this. It's definitely possible that you began to medicate anxiety issues with alcohol. But it's also inevitable that drinking will exacerbate anxiety and depression, so it truly becomes a chicken-and-egg question, doesn't it?
I don't know if finding the 'source' is really important at this point. What's crucial is to move forward and treat your issues as they are now. Staying away from alcohol is obvious, and it seems that you're on the right path by going to therapy. Keep in mind that medications and the right anti-depressant/amount can always be tweaked going forward to find what works for you (medically supervised, of course).
What has your doctor/therapist said about this?