Hi Sophie,
You need a plan.
You don't have to leave alone if you don't want to. For many people that is the easiest way for them to do it - just to fade out on their own.
For others, it works out better if you can take out a few family members or close friends with you. It all depends on your circumstances.
If for YOU - the best way to exit is to do it WITH a few family members (it sounds like this may be the case, if you love them much and you are that close to them) then as I said - you need a plan and your wish will come true. It doesn't matter how die hard the JW is - somewhere underneath the surface is a brain. You just need to reach it.
This will take patience. And it takes determination, and strong will. It's easy to blow it if you are not careful.
The key is to get your family to wake up on their own. The direct approach does not work. It has to be subtle. They need to come to their own conclusions, but you can facilitate this. Those who are captives to a high control group do not come out easily - but they do come out. You and I, and hundreds of thousands of others are testinomy to the fact that you can escape.
PM me if you want more specific help.
Have a great day!
The Oracle