I self medicated with opiates (i'm so unique, I know) but I have no supply of 'real' opiates (im prescribed tramadol because I got myself addicted to subutex real bad after a brief oxycodone habit. Yeah...opiates do their job...until you need them just to not feel sick, and really, its not an option. That is, its not a logical option.
I can relate to your situation in more than one way... although it also differs from mine in more than one way. Probably about half and half. The opiates thing is one of the aspects to all this we have in common... SOOOO many people dealing with anxiety/depression can't help but mess around with opiates, which of course inevitably ends up progressing into *some* degree of an addiction phase with opiates unfortunately.
I say this because it's true... for the type of person with moderate or situational anx-depr who is not averse to experimenting with drugs as a teenager/young adult (not an addict, but dabbles here and there in the drug world... mary jane, psychedelics, pharmies, etc.) it is extremely difficult not to at least TRY opiates. Then, it is even harder not to absolutely LOVE opiates! Especially in the early stages, long before actual addiction, where for the dollar it is the most beautiful high on the planet... not merely the pleasant but dull nothingness-relief of benzos but relief with the best euphoria you've experienced next to an orgasm!! Ahh but that initial innocence doesn't typically last too long, and when it does it is only delaying the inevitable. Just like you, it started with Oxy for me (percs/vics-->OC/roxis), and became heroin of course
Some anxiety/depression sufferers sadly never recover from their opiate misadventures, and they let the drug(s) that seemed rather harmless at first completely consume them and turn them into lying, stealing lifelong addicts. However I said
PHASE because for many others (like you and myself) that is exactly what it is, a phase. This phase varies enormously in both intensity and length from case to case. If *only* that initial stage I described @ the end of the previous paragraph, of opiate 'experimentation' (lol i forgot there WAS such a thing), could be freeze framed-- cuz you never get it back... when opiates seem like a
true blessinghere on Earth that could erase anyone's bad/depressed moods or anxieties and replace it with a remarkable euphoric and lucid calm.
On TOP of that - and this is another factor that makes people do it too much and leads to addiction - most all opiate compounds (aside from the synthetic Demerol which has a neurotoxic metabolite), particularly the natural/semisynthetic ones, are
completely non-toxic to the body's organs and tissues. I mean, once acclimated to the drug, an addict's body is healthier WITH the drug than without for crying out loud!! Not that that is a positive thing, but still... With all that said because (at reasonable doses!) of opiates' mild impact on the body's regular functioning/coordination, lack of toxicity, and few visible effects of the drug to an onlooker... opiates would be the absolute best cure for depression and/or many anxiety disorders if not for the big ugly T word.
...The thing that sadly makes opiates a curse more often than a cure-all... an evil, life-destroying drug rather than a beautiful, best drug in the world-- yea that would be T O L E R A N C E. Without tolerance, there would be nothing to "chase", so people would never have to give up everything they have trying to feel the way they used to from it. Tolerance is a bitch, and it is a dismal failure of modern medicine that opiate tolerance cannot be prevented or reversed... given all the people that depend on opiates legally or for self-medicating purposes.
Since the real, fun opiates (full agonists) cannot be enlisted to effectively treat anxiety/depression, Buprenorphine is the next best thing... it does wonders as an AD for me. And it is a wonderful side effect from keeping me off of heroin and oxy!! So i guess you could say that opiates are my AD (i never took an SSRI, and only use benzo's recreationally) since I discovered Bupe's AD qualities and use it to this day-- and when I'm not on it, taking a break, i am on another sort of opiate... yea I do the full-agonist binge every two weeks or so

Makes the habit affordable!!
You need to get off the benzo's, though. Slowly. It's not good to be dependent on those things for so long!! And if you tell a Suboxone/Subutex doctor that you've abused opiates before they will have no problem whatsoever maintaining you on the Bupe, so just like I do you should just do that and consider Bupe your AD (helps with anxiety too). Bupe is a better option than tramadol as it is more stabilizing with it's SSRI-like half-life... less ups and downs. Just don't take huge dosages, less is more iwth Bupe no more than 2mg insufflated (the BA is way higher snorting IME).
Seriously, if it helped you a lot and kept you off Oxy that is a POSITIVE thing!! Yea you will be dependent on it, and physically addicted but it won't be that bad with a reasonable, lower dose. If you're after a medication to make things better for you, no matter WHAT you take your body will need that drug, like it or not. And low dose Buprenorphine is much better to use, and tinkers less with your body's neurochemical balancethan SSRI's.
This is a fact Besides, if you want to get off the Bupe at some point just ween yourself down and off like you would have to with an SSRI as well.. ta da!! You could also use tramadol to help with that final jump-off (that is the hardest part with anything) Good luck!!
PS: Sorry I turned this first part of this response into an opiate love letter, LOL, this weekend I was due me my full-agonist party woot woot so i'm rambling but still coherent, i think

It is so true though, and universal. Just like how you added that sarcasm when you said "I know, I'm so unique" when you spoke of your time finding relief in opiates. Good shit!
And lastly... "I got no supply of 'real' opiates"
come on now bro!!! You live in New Jers... hit up Newark or any urban part of the state, or NYC if you live near the city, not on the reg but if you're tryin to have some fun with opiates once in a while. The best dope in the country is all over the place, just outside ur backyard!!