It's very hard work. A lot of what you say reminds me of me. I saw the same therapist for 9 years, TWICE (total 18 years :-)

I don't recommend the liquor to feel better; I drank once before my session and wish I hadn't. The only way you can get over the anxiety is to keep "practicing", keep going and learning that nothing really bad happens and some good stuff does. It does take quite awhile to work on anxiety. I started therapy in 1970 and didn't "finish" until 2005. But I would definately do it all again if I had to!

Good luck!