A good first step would be to discuss your feelings of depression with your therapist. Just because someone is a "gender" therapist, that doesn't mean they're unqualified to deal with other issues -- they're trained the same as other therapists, with gender as an added specialization. Your therapist can help you figure out how depressed you are, and together you can decide if anti-depressants might help. Ideally, the next step would be to see a psychiatrist --an M.D. who is trained in psychology, who has expertise figuring in which drugs may work best for a given person, and who is able to prescribe. While your GP can prescribe antidpressants, most get the bulk of their information from drug company reps -- they don't have specialized training in psychopharmacology.
It's a reasonable thing to pursue -- depression is a pretty common "side effect" of gender dysphoria, and there are lots of other causes which can coexist with dysphoria.
If you're drinking -- even occasionally -- to relieve stress or psychological pain, this is definitely something your therapist should know about. It ain't healthy at all to be doing that, and it's even less so for someone your age -- your brain is still developing, and booze can do a number on that.
Good for you for asking here, too! Often the hardest step is just saying to someone, "I'm worried about this."
<man hug>