Welcome
Your story sounds like many of the stories here. My son also self medicates with drugs and alcohol and has been in rehab many times and will spend his 22nd birthday there this Saturday. Then they have an addiction to deal with on top of everything else.
I feel that some people just struggle with depression and anxiety and THEY have to work through it their own way. What can we do? They are individuals. We are mothers, not therapists, psychiatrists or addiction experts.
Of course you are very worried. Who wouldn't be? As moms we worry when our children, even if they are young adults, are not happy and healthy and as moms we want to fix everything but we cannot.
I am not sure if you plan to let him live with you again after his brother moves on. But if you do I would have strict rules for him to follow in order to live with you such as seeing a therapist and being on medication for his depression. Help is our there and you may just have to push him. That's all that you can really do for him.
You may want to seek therapy for yourself to help deal with this and have someone guide you on how to parent him. I do see someone and it helps just to have someone listen.
Others will be along with their advice. Keep reading and posting here. It does help to know you are not alone!