Sounds like his alcohol (ab)use is hindering his wellness and the gf is an enabler.
Family doctors aren't psychiatrists /psychopharmacologists. Such doctors are specialists with all the medications. Of course the other doctor was leary of prescribing an as needed anti anxiety medication.
Let me ask, did his therapist speak directly with you about 'finding another doctor that would' prescribe his medication?
Because I'm thinking along the lines that there's addictive behavior not just with beer. Funny that the gf showed back up with a new controlled substance in your home.
Can your therapist assist you with an intervention? Because you may need to tough love him, otherwise for your own security, so to speak...imo.