I was having this happen for a few years. I was drinking everyday and constantly felt depressed. I was stuck in a vicious cycle. I was depressed and so I would drink thinking I would feel better but instead I was just more depressed but also numb. When I was in these alcohol induced states my Sui urges got even stronger and twice I actually did make attempts. My urges to SI were also a lot stronger when I drank. Almost all of the times I did SI I was drinking. My PsyD kept telling me that it was make my bad moods even worse but I didn't care or believe it made me feel any worse.

Eventually I realized I wasn't helping my self get better and was actually making myself worse. So I pretty much stopped drinking and I make sure not to drink at all if I'm feeling even a little suicidal.