The longer you study with JW's, the more your thinking will be conditioned to take on the herd mentality JW's accept and demonstrate. Unfortunately, you are already questioning your ability to say no and worrying about angering them for asking a 'wrong' question and are concerned what they will think about you or how they will label you This will only become progressively worse as time goes on so that you will continue to doubt and stifle your own thoughts and reject anything not acceptable to them. Did you worry about what they thought about you or how they labeled you before you started studying?
JW's are taught that their individual ideas, dreams and desires are not important and that they can never do enough for Jehovah, no matter how much they give of themselves. Is it any wonder so many JW's are prescribed antidepressants, or worse...?
JW's teach that Jehovah will renounce a person if that person ceases to study and attend meetings. Is that a Christian idea or attitude or is that mostly unique to JW's? Is that an example of love and forgiveness demonstrated by Jesus? JW's claim they follow Jesus but, is that really apparent? What were Jesus' requirements to be his follower? To be a JW, or was it something else?
With regard to your study conductor being shamed or embarrassed, she will be neither. As previously stated, JW's preach many thousands of hours just to gain one convert. If your study conductor had not spent her time with you, she would be expected and likely would have used that same time knocking on doors, preaching to other people. You actually did her a favour as she had a regular place to go each week, out of the cold/heat and rain/snow, with no dogs to deal with, so as to discuss WT teachings with someone that was friendly and not argumentative. You are/were easy time to count.
Although your conductor may attempt to lead you to feel guilty and may have you believe you owe her, in actuality, people start studying with JW's for various reasons, often only to learn first hand about JW's and their beliefs. Many will stop studying once they have learned what they wanted to know so the JW conducting the study will just return to preaching door to door. As a JW, what is important is what you do today, not what you did yesterday.
The potential of a 'study' not progressing to baptism is high but each JW recognizes and accepts that risk.
The longer you delay to stop, will only make doing so more difficult. If you don't take action now, you may end up being like many of us on this forum, regretting decades wasted in the religion.