I've had similar feelings of fear, or at least watchfullness, when the Gulf War happend; when the disasterous attacks of 9/11/01 happened; and especially since the US invaded Iraq.
Hey, I've been out now 25 years, longer than I was in. That's how deep the JW fear-mongering mindset goes in me.
Do I believe my fears? No. I do not.
Emotions are real, but they are not always trustworthy. Fear is a basic emotion. It induces the body to produce adrenaline for "fight or flight". Some of your fear could be fueling your depression. Anxiety is a common side to depression.
Please see your doctor. If you have had bouts of depression off and on since leaving the dubs, even before leaving, combined with fear and anxiety, you could have a medical problem that appropriate drug therapy, along with shrink-talk, can help.
You're in the right place here for expressing your doubts, as so many here are educated as to the "Truth behind the Truth tm "
The biggest thing is take care of yourself.
Hugs for ya. We all need 'em.
Brenda