I am sorry you feel that way NJ501. I was once in that situation, stuck in the religion, I saw no way out. There is life after leaving the JWs. You can make new friends, I have. I highly recommend meditation for depression, check out the guided meditations by The Honest Guys on YouTube.
Whether or not the JWs have a higher rate of suicide, it's a fact that many Jehovah's Witnesses do not find it to be a healthy or happy experience and suffer from depression, and many have taken their lives. It was my experience that as a whole the religion is not kind to those going through mental health issues. My own child attempted suicide twice, I had to think about whether or not I could or should disclose this to the elders. In what other religion could you be shunned for attempting suicide?
I have investigated other religions and found them to be much more welcoming and supportive