I have no direct experience but I do know for a fact that both Alprazolam and Diazepam can be administered to dogs
It's not like dosing humans though. I'm unaware of doses but it's LOW - and is something you MUST check out with your vet. Most definitely do NOT give any animals anything but 100% definitely pure pharma product.
Something else you could try would be cbd. Can be awesome for anxiety in animals. Dose is 5mg cbd for a 4kg CAT and I've seen that dose work wonders, really. You would have to research dog doses yourself. Much love to your doggo