Your anxiety began BEFORE your grandmother passed away and your brother was sent to jail. While these two events could make your anxiety worsen, they are not the root cause of your anxiety.......unless you were involved in the care of a dying grandparent and your brothers "bad deeds" affected you directly. Then it's possible these events ARE the root of your anxiety, especially if you're young, but you didn't tell us how old you are.
Panic attacks CAN be induced by hyperventalating, and it's POSSIBLE that is what's happening here. You may just need to become more aware of your breathing and the early signs and symptoms of hyperventalation, in which case you can then correct your breathing and prevent the panic attack. If you'd like to know more about hyperventalating, its effects and how to correct it, send me a PM and we can talk about that in more detail.
You have added depression to the mix which often goes hand in hand with anxiety and vice versa.
Is the Ambien helping you sleep?
Celexa is an (SSRI) antidepressant and many people have very good results with it. It can take about a month for therapeutic effects to be noticed, so be patient and don't expect this to help overnight. It's list of side effects is as impressive as all the others, but I know three people on it and the worst side effect any of them has had is dry mouth. Bear in mind, though, everyone is different.
None of us can advise you what to take, only you and your doctor can decide that, but in my humble and non-medical opinion, I think you've made good decisions here. Just give it some time. You may want to consider some therapy to deal with the events in your life, which I feel MAY be contributing to your issues.
I wish you the best and hope you'll let us know how you're doing.
Peace
Greenlydia