Define your life -- what would you want it to be?
I have had similar feelings, though it was not tied to religion, it was tied to "letting my parents down" and not being the person they wanted me to be.
In the end, I survived. I got married and have a wonderful child. I still have periods of trouble, when nothing seems worth the effort, but I'm doing well overall. The astonishing thing is thinking how much I would have missed if I'd opted to exit when I was young. Many of those moments are precious to me now. When I look back, I will not regret my life to this point.
What would you like to see, experience or do during your life? For me, there was always something I could find to look forward to, however silly.
Drugs and alcohol aren't the answer. I drink, usually in moderation. If I over-indulge I feel the poisonous residue in my body.
You're at a scary age -- you will soon make your own decisions. Make them with love for yourself. You are on this earth to make a difference.
Perhaps you don't know what it is now, but if you make the courageous choice every time you have a choice to make, you will follow a path that significanly affects someone or something for the good.
A courageous choice is often a lonely choice. That is one of the weapons organized religions use to keep people from opting to separate. You need to make the right choice for you. If you choose to separate, your family may not support you initially, and the religion will support them if they make that choice.
You would end up on the "outside". So figure out where you want to be next, how you'd survive on the "outside" and focus on what you can look forward to there that is not possible where you are today.
One "next" at a time, focusing on honesty and courage. You can create a life you and your family will be proud of.
Be courageous!
ps. My neigbor, who is still sometimes depressed, is an ex-Mormon that named his pet "Marley". My neighbor is now a significant figure who made widely recognized contributions in the field of primary education. His contributions are helping generations of children have better lives.