I'm not sure entirely what you are asking. But here:

I'm familiar with the "micro-wins" type scenario you described. It is a good feeling having those small victories. But ultimately, having small victories never made me feel okay about what I was doing in the first place. It became "I'm doing something I shouldn't do, I know that, but at least I'm not doing it as much anymore". And that just doesn't hold a lot of weight in terms of actually fixing a problem, at least not for me. In some cases it even made me start to believe I could manage and that the problem wasn't so bad.

In terms of dealing with anxiety, the only thing that seems to help me is just facing the thing head on. It's brutal but it's the only way I've learnt over the years. I have a ridiculous amount of social anxiety and I still struggle with it regularly, but at least now I've learned to accept that about myself, so when I fail I don't hate myself anymore (at least not as much), and by facing it head on I have become more comfortable with things I could just barely cope with before. And don't worry, even if you don't have the courage to face it right now, life is just going to happen. Every time you are faced with anxiety you are also learning a little more about how to cope with similar situations in the future.

I think your alcohol intake and caffeine intake is ultimately making your anxiety worse. If you're looking for practical things to do to help your anxiety I'm sure you already know what they are. Stop with the alcohol, the coffee and the running away from the problem. Instead start doing anything that's considered universally good for you. Eat healthy, exercise, sleep, seek help from professionals, and invest in meaningful relationships with people. Things like that always work wonders with any problem.