I believe fixing the source will fix the dangerous lifestyles, and thus it comes to believing in myself.
I agree with you 100%. Your interest in a dangerous lifestyle is just a symptom of your problem, not the problem itself. And I think therapy can help you determine the root of your problem. If your therapist thinks that CODA would be a better place for you than Alanon, then I'd follow his/her advice.
I think you're intelligent, honest, caring, and unique. Rarely do I come across a man who can so easily express his feelings, needs, desires, and fears. It takes a lot of inner strength to do that. I think once you realize how special you are that everything will fall into place and you'll find new interests and healthier relationships.