GPs are not doing their patients any favours by with-holding medications that do work! Because I know that Lorazepam works I use when necessary - without it being available I would be under a train long ago. My GP is aware of my dark thoughts when anxiety takes over: it takes about 20 mins. when anxiety strikes B4 I am a shivering heap in a corner.
Valium as necessary worked for me in the 1990s, initially he gave me 5 x 5mg at a time. When he knew that I am (usually) sensible with it he supported my needs.