I sort of feel the same as you. Unlike you I'm not old enough to live on my own yet so I haven't escaped the borg but I'm always depressed or upset and part of it is from not having real friends. Theres the other teenagers at the kingdom hall but it's not like I can tell them anything about how I really feel because they're all brainwashed and they'll tell the elders if I tell them something questionable. There's a girl I like that goes to my hall but I know I'll never be able to be with her because by the time I'm old enough to date by the watchtower's standards, I'll have moved away.
The worst thing is I can't even fake everything well enough to fit in with the other teens at the hall. I'm always the outcast and if I talk sometimes the so called 'friends' will straight ignore me, even the ones that say they're my best friends. And if everyone is standing in a circle and talking they seem to think it's ok to literally push me out the way and take my spot.
So yeah, this sounds like a rant, but just wanted to tell you you're not alone.