Using anything to help "deal" with stress or anxiety can have its pitfalls. Benzodiazepines can be helpful in the short term when used as prescribed, but they do carry the risk of dependence by their nature. Your body becomes tolerant of their effects and from your description, you're already experiencing that first-hand. "They don't seem to really help much" so you take more. Adding medications that haven't been prescribed to you is a dangerous path to go down. There are valid reasons these drugs are by prescription only and are heavily controlled and monitored by the government and carefully considered by your physician who is trusting you to do the right thing.
Personal experience--I used opiates and occasional benzos, initially for pain and anxiety. Eventually, I did come to rely upon them when I was feeling pain of any sort (psychic, physical), and had to increase the use because "they weren't really doing anything anymore at their normal dosages." It's the nature of the medications and it doesn't take long to become tolerant of their effects.
Something else to consider is the legal ramifications of what you're doing by obtaining them illegally. Drug enforcement investigators don't play around. They don't care what your situation is; whether you're too afraid to ask your physician for something else because you're too anxious doesn't matter to them. You could end up facing steep fines and jail time. That's something I never considered when I chose to obtain my drug of choice in an illegal manner--a drug charge on my previously clean record, a felony charge at that.
Stockpiling drugs is addict behavior as someone else pointed out. Worrying about what you will do if you have to go without them. Increasing your dosages without telling your physician. Obtaining them by any other means than what is legal. Using excuses for your behavior. I've done all of that and more. It was a nightmare and caused more anxiety for me in addition to what I was already feeling that led me to turn to drugs in the first place. Having to hide them away, worrying about being discovered. I wish I'd never gone down that road.
No one will fault you for asking for help. Your physician will appreciate you being honest about it. Your fears and anxiety don't have to control you. I hope you can take all of this for what it is--a sincere plea for you to be honest about what you're doing before it really gets you into trouble you do not want to be in.