Bravo to you for making some positive changes in your life! I agree with you that limiting consumption of alcohol helps greatly. I gave it up myself because one of my prevalent anxiety symptoms is dizziness, and consuming alcohol just made it worse. But I can definitely tell you that exercise will make a huge difference over time. I've suffered from anxiety and panic attacks for many, many years, but during the times that I was working out consistently, my anxiety symptoms lessened and sometimes even disappeared completely.
I'm so glad you posted this thread, because it's a reminder to me, and really all of us, that we need to make time to exercise. About six months ago, I stopped working out altogether because my job became too busy, and I was putting in 12-hour days. Not only did that exacerbate my anxiety symptoms, it also caused me to get sick because my immune system was too taxed. Your thread has reminded me how we just absolutely have to make time for exercise, no matter how busy we get, because if we don't our anxiety will only increase and get worse. I need to take a dose of my own exercise medicine, obviously.
Also, I used to workout with a personal trainer (I ditched that after my year contract was up because it's just really expensive). He taught me one very valuable thing when it comes to knowing how hard you should be working: Take the "Talk/Sing" test. You should be able to talk during your cardio, but not sing. If you can sing, you're not pushing yourself hard enough. If you can't talk, you need to take it down a couple notches. As you continue to workout, your fitness level will increase, so you'll be able to do more, just always remember the "Talk/Sing" test to make sure you're pushing your body hard enough, or perhaps too much.
Wish you the very best of luck, and keep at it! And thanks for helping me get the motivation back to start up again.