I am glad you wrote!
To successfully treat your depression, see a Psychiatrist (not your regular MD, PCP etc), but a Board Certified Psychiatrist.
Once on the meds, your thoughts, feelings and behaviors will change - you will become more yourself than you ever have been before. The medications make your brain work properly. You won't regret it -- it will make all the difference.
After a few months, THEN make a decisions as to what else you want/need. Have you considered seeking counseling? Nothing to deep... but some support around making these new decisions, and changes in your life?
There are professionals that specialize in this sort of issue - you are not the first person to struggle with how you were raised and what the world demands - and there are people who work with current and ex-church members.
How else can I help?