I currently take diazepam (between 2mg-6mg) on an as needed basis and would recommend it, but it doesn't completely take away anxiety in my case. I'm still extremely anxious in some situations, however I haven't had one panic attack when I've taken it.
It's worth knowing that it isn't a long-term solution. It's addictive, and tolerance can build quite quickly. Doctors only tend to prescribe it in small amounts as well, like for a couple of weeks/a month. You'll also have quite a difficult time finding a doctor who will prescribe it. Mine has only prescribed it because I've tried 3 different anti-depressants, current one I've been taking for 10 weeks with no improvement on depression or anxiety, a beta-blocker, CBT and a 3 month exercise referral program. My GP has pretty much run out of ideas, so I'm on the waiting list to for a proper psychiatric assessment.
It's good stuff though. It just helps to keep me functioning until then, it reduces my anxiety, tones down my hypomania, gets rid of insomnia, and although it doesn't take away my suicidal thoughts if I take more than 10mg in one go, I can't physically get up off the sofa to harm myself haha.
If I were you I'd go back to your GP or see a different GP, and explain the situation. It might just be a case of changing your anti-depressant.
Good luck x