I also deal with horrible anxiety and depression and would use alcohol to self medicate as well. While it gives a short feeling of relief, the anxiety comes back 10fold because of it. It's a huge up and down roller coaster that just keeps making the problem worse.
Seeking therapy is a great thing, and I would get on medication if your doc is saying you should. There are plenty of medications that are not habit forming that can help. I also was paranoid about having some kind of horrible reaction, but it's just the anxiety talking. Plus the effects on what the alcohol is doing to us is far worse