I went through the same turmoil back in 1987. I read ray Franz's book and visited him several times at his home near Atlanta. In 1988 I annulled my membership due to fraud on the part of the WTB&TS..My conclusion about the one true religion is this- It doesn't exist. I know that goes against all you have been taught. Many ex-JW's have become orthodox Christians, some are members of other religious faiths, some are agnostics and the last group are athiests- until G-d shows them otherwise.
If you are unhappy in the KH, then follow your inner spirit and ask why you feel depressed. Your subconscious is telling you to get out and if you persist in staying in the KH your mental and physical health will pay for it. There is nothing wrong with you! This forum has many wonderful people who can answer your questions or point you to reference material that will.
converted to Judaism in 2001