Some of my relatives and husband's too are too severely afflicted with depression and anxiety not to take medication.
We are not lovers of medicine and most of them tried everything non medical first....therapy, running, breathing right, St. John's Wort, supplements, but they did not get better so most of them are on an antidepressant. I actually think that if Benadryl helps anxiety, its not a bad option. Infants can take it. The medicine is very safe and non addictive.
Unfortunately not everyone can get relief without medication. It sounds like the doctor is trying hard to avoid addictive drugs. To me, that means he is being sensitive and trying to do his best. I get anxious sometimes, but it's mild and I can just sit for a few minutes and calm myself. Kay gets panic attacks where she cries for help and sits in a corner with her head down. We have had to call the paramedics. Of course, the only treatment she will do is smoke pot. I'd feel better if she tried an antidepressant rather than be stoned (is that the word?) 24/7.
Good luck.