Welcome back Jules, sorry to hear you went back out. It certainly happens but that doesn't mean it HAS to happen. I understand the "bargaining" very well, I did it for years myself. And yes, then anxiety - we know that well too.
On that note ( anxiety ) be aware that it definitely gets worse. At some point physical dependence sets in and your tolerance gets so high that drinking doesn't even calm the anxiety anymore - it ends up making it worse. I got to that point where drinking really provided little relief anymore other than keeping me from going into withdrawals if I didn't drink. I can vividly remember trying to choke down beers in the morning - knowing that if I didn't drink i would start having heart palpitations and ridiculously high pulse/BP. I would even vomit them right back up sometimes and then try again a few minutes later. Sorry if that's a little graphic but it's a very real possibility and you never know when you'll cross the threshold to that stage, it really creeps up on you.
You didn't let any of us down - being honest is a cornerstone to sobriety I believe. Instead of feeling bad about it channel that energy into figuring out what you can do to make this time around be the time that you stay sober for good. What kind of resources have you not used yet? Meetings? Counseling? Online Meetings? Your doctor? leave no stone unturned.