Mentally suffering after drinking

When I drink the next day I suffer bad with feeling really depressed and almost guilty and anxious even if I’m not hungover. It gets so bad that I will cry and stay in bed all day. I understand alcohol is a depressant but I haven’t met anyone who feels the same way. I usually stick to one thing, vodka is my go to. I don’t embarrass myself or anything when I go out so I don’t have any reason to feel this way other than the alcohol. Do you guys find vodka is worse for this or do you think they’re all the same? It puts me off going out drinking as much as I enjoy it. Even considered quitting but it’s a huge social thing here in England and something I enjoy.