I am so sorry you feel that way. I think you need to talk to your parents. If not about not wanting to be a JW then about the other things. Also, seeing a counselor would really help you to sort through things. You are at a tough age, a lot of kids go through this, mine included, but they got better and now have good lives and you could too.
Don't give up on art school, it's possible even if you don't have a complete education yet. There are free classes on line you can take. Write down your goals and then figure out one or two small things to get started on. I know it's hard when you are so depressed, but try to find the energy to at least tackle one small step toward your goals, it will help you feel better and more in control of your situation.
But it's really, really important to find a caring adult to talk to. You parents might be a little upset at first, but they will get over it, and they would want to know that you are suffering. If you can't talk to them, then find another, non JW, person to talk to. Grandparent, aunt, neighbor. There are probably teen hotlines for depression if you look around. The important thing is to take that first step. You are important, your feelings are important, insist on getting whatever help you need to get through this.
It may seem hopeless right now, but it is not. You will get through this and will have an amazing life.