Good post Garret. I hesitate to give you advice since I know very little about your situation, especially about something so varying as depression. Hopefully you are seeking professional help to get to the bottom of what's causing it.
Having said that, I do know that unless there is a physical condition at the root of your depression, often it can be your body's message to you that something in your life needs to change.
If you are forcing yourself to put up with or go along with a situation that has become intolerable to you, depression can be your body's way of forcing you to make a change that you on some level already realize, needs to take place. It doesn't even have to be a big one, to cause your depression to ease off a bit.
Perhaps a break from all things JW for a few weeks, might be a way of testing the waters in terms of seeing an improvement in your depression. They offered to help you and you gave them ample opportunity to help but they didn't. From here on in, at least for awhile, I wouldn't mention your plans to them. These folks seem well meaning but they are ill equipped to do anything but keep you on the same treadmill they've been conditioned to stay on themselves.
The good news is, you are only 21 and you sound like an articulate and sensible fellow. Although it may seem like it, this isn't an emergency, you're just a young guy trying to figure out where he stands in regard to the "church" he's attending. You have more power over this situation that you probably realize.
Keep talking, keep questioning and keep listening to your inner voice. Keep your nose pointed forward and aimed toward positive and healthy thoughts and activities. You're only 21 but some of the most interesting 40, 50 and 60 year old's I know, are doing the very same thing.