Being a Jehovah Witness is not easy if you don’t believe what is being presented to you. I was able to remain a study for as long as I did because I believed what was being presented to me. As soon as I started having doubts, it was no longer easy to study and I started looking for a way out.
The help of a good therapist might help you cope with what you are currently going through. I am not sure that being baptized is the answer and if you decide to go that route, you might end up making your current situation worse.