For me alcohol increased my baseline anxiety. When I stopped drinking my anxiety basically went away completely. It was a licensed alcohol and drug therapist that clued me in to that. So the experience of the therapist may matter.

I also started cold exposure and breathing exercises. Now I was skeptical of that stuff for sure at first but I think you can increase your stress tolerance and also train and reconnect your bodies nervous systems. It's a neurobiological thing.

I do the breathing exercises when I get stressed and that takes 5-10mins of effort. After which I've forgotten what I was stressed about. So it breaks the rumination cycle for me.