Wow, the therapists you've met have all sucked big time.
Sorry to hear this. A lot of my drinking was attempting to self-medicate anxiety, and is my most likely trigger even now. I don't want to drink to party, I want to drink to get a break from anxiety. Unfortunately alcohol and benzos only offer a temporary reprieve and when tolerance sets in, it returns even stronger than before.
Anxiety is really hard. Maybe yoga and meditation. Unfortunately I can't sit still long enough to do either, but I bet it would work. Exercise helps me tremendously.