I am an anxiety sufferer and was also caught in that loop...thinking that drinking was making it better or helping me "cope", but it was really making it worse.
Quitting was literally the only option for me. Alcohol messes with all the known treatments for Anxiety ( meds, therapy, etc ) and so you really can't even assess if they are working until you quit. Have you spoken with a therapist about it by chance or just a medical doctor?