Sounds like you have had a rough time of it.
You don't owe your boyfriends family a long explanation. Just say that you and your family are estranged, as they couldn't accept you having a baby out of wedlock. As you get to know them better you can expand, but Jehovah's Witnesses aren't the only religious nuts out there, just the ones that make it a requirement to shun.
Yes, they may give you the side eye, but they will get to know you and get over it, so dont dwell on it.