Alcohol creates stress on the mind/body and really messes with brain coherence, which in turn causes a chemical imbalance. Therefore, I doubt your problems are just "all in the mind". In fact, over the years i've come to the conclusion that anxiety/depression are physical disorders and the treatment approach should be no different than any other phyiscal type disorder. For years I suffered from panic attacks, anxiety, and severe depression. But it wasn't until I discovered ces (cranial electro-stimulation) that I finally got relief. What ces does is stimulate the hypothalamus and restore the brain to homeostasis. Many researchers believe that it actually picks up the "dead" cells and recharges them, so they can function normally again and restore the naturual processes of brain coherence.
I'd quit drinking for awhile and see if it clears up. As I stated above, drinking causes stress and when the brain becomes over-stressed it will eventually exhibit signs of incoherency, which leads to chemical imbalance and then leads to symptoms of anxiety and depression. By brain incoherency I mean that the natural brainwave rhythms are being disturbed and therfore that's causing a cascade of other brain functions to falter. Mainstream medicine is hooked on treating with drugs and that just addresses the problem at the symptom level. Ces addresses the problem at the electrical level, which is the root of brain functioning. You don't experience consciousness without brainwave functioning. In fact, you're brain dead when brainwave functioning stops.