I know what you mean about knowing all the tools and yet somehow them not working. I was so sure after a T session that the "tools" I learned were going to help me get through my work. I went to work, and couldn't even handle it and lost my job. This was several jobs ago!
I don't know about all the diagnoses you mention, but it definitely sounds like you have Depression and Anxiety. Are you taking an antidepressant as well as the Xanax? Xanax is great for episodic anxiety but doesn't do much for depression or anhedonia. I hope venting on here at least helps you feel a little better, getting stuff out. I know I do when I write.

Z