(((CHUKKY)))
Counseling is definitely indicated for anyone who is entertaining ideas of self-harm. Also, she will need a safe place to vent. I felt very silly when I first discovered the truth about this organization, there was a deep sense of having wasted a large chunk of my life. But I found that if I focus on that I make it worse. She will have a lot of conflicting emotions bottled up, as is likely the case for you to.
Counseling will help you both develop coping skills for being normal everyday humans that you never acquired as Witnesses. You will also learn techniques for directing your thoughts toward positive and constructive things. You no longer have this midgefly buzzing in your ear every week telling you which things are positive and constructive to focus on, and it is likely that neither of you have learned how to find those outlooks for yourselves yet.
The other note is that you've always had "proper" behavior modeled for you. Once that peer pressure to be what someone else expects is removed, many exiting Witnesses find out that they are very different than they imagined themselves while in. That can be a big disappointment as the facade falls away and we are left with ourselves being ourselves. If there is no one to impress with how "good" we are, the worst of ourselves that was lying dormant has an opportunity to come out. That's the bad news. The good news is we finally have an opportunity to put it right. Counseling can also help with this.
Crumpet's advice above is excellent. Clubs may not be your thing, but if you could picture it being something you guys might be able to happily do, Kwin's suggestion would be right on target as well. I am so pained for you both, I hope something we say here will be helpful.
Respectfully,
OldSoul