I don't know how to stop?

I feel so stuck. I've been trying to kick alcohol, nicotine, weed, caffeine, and stay off anything new. I've been on all of it so long I'm horrifically depressed without it. I've tried AA, I'm in therapy, and I feel like it's just getting worse. I can't go a day without some combination of substances, and nothing I do feels like enough. I genuinely dont know how to be sober to the point it feels like a compulsion. It's ruining my life, and I've already squandered away years getting drunk and high. I just feel like shit. How did you all quit?