Generally, 上瘾 means "get addicted to something or find so much fun in doing something that you want to keep doing it" while 沉迷(于) means "indulge in something." To me, the latter has more negative meaning. For example, if you say, "他喝酒喝上瘾了“ or "他对喝酒上瘾”，you just point out the fact that he really loves drinking. But if you say "他沉迷于喝酒/酒精/酗酒“ you mean he can't refrain from drinking and becomes an alcoholic. He probably ruins his life because of this drinking problem. He completely falls (沉)into the bad habit or the obsession and can't get out of it. That's the connotation the phrase can convey.

"沉迷" is usually used before a noun ：他沉迷（于）网络/沉迷（于）赌博。 It often conveys an active intention： 我沉迷于这里的美景/美食。 "上瘾" is usually used after a noun with the preposition "对..."：他对网络上瘾/对赌博上瘾。 It often conveys an passive state：这里的美景/美食使我上瘾。 So we say "他沉迷于工作" rather than "他对工作上瘾" , "这个零食你吃上瘾了" rather than "你沉迷吃这个零食了".

Generally, 上瘾 is used to describe something bad, for narcotics, play game, or something that doesn't do you any good, you can use "上瘾", but for playing game, you can also use "沉迷". For 沉迷, if you are crazy with your specific hobby or something that is useful to you, you can use it, for example, 我沉迷于画画, 我沉迷于弹钢琴, 我沉迷于学英语, etc...... But in some specific contexts, they can be interchangeable. I hope this helps.

No problem.