Hi and welcome. I'm new too, but I wanted to chime in as I have dealt with, and continue to deal with, some of the same issues you mention. First off, vaping won't "cure" anxiety issues. Meds don't either (but some can be helpful as you work through your recovery).
Many people have benefited from cognitive behavioural therapy (CBT). Discuss it with your health care provider. I have dabbled with CBT to deal with my own issues and found it to be helpful. Try reading and working with "Mind over Mood". That book helped me understand what was going on in my brain. It's not a substitute for therapy, but it's a good introduction.
Disclaimers: I'm not a health care professional. Your mileage may vary. Alcohol is NOT your friend when it comes to addressing mental health issues. I'm a recovering alcoholic and getting off booze was the single best thing I've done for my health, mental and physical. Vape if it makes you happy, but don't think it's going to treat or cure anything.
There actually is one particular way that alcohol may be helpful; when I was suffering post-partum depression, I got all the way to suicidal before I got therapy and medication. At the time, I was only drinking about a 6pk a day, not terribly excessive, and when in the depths of suicidal feelings, drinking would actually ease it a little, push me back from the edge. My therapist said that, with that being the case, she wasn't going to call the drinking a big problem and urge me to stop it -- if it helped me stay alive, it was a coping strategy -- not the best one, certainly, but it did have a beneficial effect.
Unfortunately, 4 yrs later, it had turned into a 12pk a day, and drinking just made me cry and feel sorry for myself -- at which point, with my liver in such a state that hangovers lasted 3 or more days, I really had no choice, the drinking had to go. That was almost 23 yrs ago, and I still rank it as one of the best decisions I've ever made.
Andria