Well, there is a way out.
My depression and anxiety (diagnosed and on prescriptions for years) WENT AWAY with sober time.
Turns out all those street drugs, benzos, antidepressant, anti-anxiety meds and alcohol made my depression and anxiety far worse and I was caught in their grip. Breaking free of all of them was my personal cure.
I'm now seven years completely off all drugs, herbal "supplements," and alcohol (except 2 cups of coffee daily.)
There is a way out. I hope you'll go to meetings or to your doctor and take the help.