Hi Abrum, I suggest seeing your doctor. You should not drink alcohol while taking Xanax. Here http://www.drugs.com/xanax.html it says, "Do not drink alcohol while taking Xanax. This medication can increase the effects of alcohol." As you stated also, alcohol does not help depression because it is a depressant.
Please keep us posted on how you are doing. We are here for you. ((((hugs))))
Listen to those feelings you have if when you feel better without.. Your body , mind and soul are trying to tell you something..taper off with help of your doctor... Deal with anxiety on a different way and of course alcohol-/ they're all tools to help us deal with stuff going on inside us.. Better said, "crutches" not tools.. Best wishes...