“There is only one really serious philosophical problem, and that is
suicide. Deciding whether or not life is worth living is to answer the
fundamental question in philosophy. All other questions follow from
that” -Camus, in The Myth of Sisyphus and Other Essays
I think an interesting question to ask is, are there things more important than being alive for us, things that we would die for? And back to the beginning of recorded history and before, there have been such things. In those moments we go beyond being machines for genes to spread - at least when we go beyond the biology-driven concerns of kin selection, which people certainly do in modern times where some are willing to die for very abstract ideas indeed, and fight their own families for them. That marks a critical shift in the era of culture becoming crucial to the human future beyond sharing tool uses, to involving replication of ideas sometimes at odds with biology, that we can account for with the idea of the memesphere. Discussed in more detail here: Which philosophers believe freedom (liberty) is more important than one's own life and how did they argue this?
A big part of the motivating mechanism of this, has been the promise of symbolic immortality. Like the Greek idea of kleos, translated as renown or glory, and implying remembered in songs, it was also considered somewhat heritable illustrated by Telemachus worrying about whether Odysseus' death had attained it. The idea of 'entering the heavens', through being accepted into Olympus (mountains being pillars that hold up the sky for Greeks), began with having a constellation named after you, like those of Hercules and Perseus (Perseus' story reworked the oldest written story known, of Gilgamesh & Humbaba I recently found out, as did Noah..). Similarly, for Vikings to be slain in battle and carried away by Valkyries, represented being worthy of being remembered in song, in mead halls and when feasting, as we can see from the Darraðarljóð. I link the different cultures' priorities to their different sources of symbolic immortality, through how they frame what are important character tests in their stories, discussed here: Wisdom and John Vervaeke's awakening from the meaning crises? I also strongly recommend Vervaeke's series giving a survey of philosophy in regard to finding meaning in life, that's on Youtube Awakening From The Meaning Crisis.
So I would relate death-anxiety and fear life has been meaningless, to a sense of not having been able to be of service, to not having contributed such as to be remembered, to have passed character tests in order to be celebrated. Culture, especially this mode of rationing symbolic immortality has been so profoundly impactful on human destiny, that it has becoming a deeper source of anxiety for many than those about having a family and children which a Darwinian view alone might see as our top priority.
I look to Durkheim to understand how this becomes religion. He founded academic sociology and provided the first really robust framework to account for human religious behaviours that could go beyond Abrahamic faiths. He said:
"A religion is a unified system of beliefs and practices relative to
sacred things, that is to say, things set apart and forbidden --
beliefs and practices which unite into one single moral community
called a Church, all those who adhere to them." -The Elementary Forms
of the Religious Life
That is, holding and acting together to affirm and celebrate values we call sacred, gives the ideas or values symbolic immortality, making a body of culture which holds together those who 'buy in' to the values and their benefits, but also costs - eg the idea of The Social Contract. This then is the engine of social cohesion. Crucially this picture helps us go beyond a narrow picture, to understanding political ideas like no-detention-without-trial derived from habeas corpus, or ideas about scientific methods and the international scientific community, as sacred values that bind groups that share them - challenge the values, challenge the cohesion of the community bound by them.
Durkheim also wrote a classic study on the origins of depression and suicide:
"Melancholy suicide. —This is connected with a general state of
extreme depression and exaggerated sadness, causing the patient no
longer to realize sanely the bonds which connect him with people and
things about him." -Suicide: A Study in Sociology
I see Durkheim as providing a less hyperbolic picture, of many of the ideas that obsessed Nietzsche. Nietzsche intuited reclaiming mythological drama, as the championing of new cults around ideas, and their conflict embodied as the conflicts of gods and monsters. Discussed here: What did Nietzsche mean by monsters and the abyss? We can understand the working and reworking of the stories of gods, like of Gilgamesh, as reframing what culture we inherit, with shifts around what should be valued, raised above, and people be reminded of every time they look at the night sky - be given symbolic immortality to. So Perseus shifts from the arrogance of Gilgamesh, to facing the arrogance of a tyrant instead, say.
It should be understood that Christians usually ignore the distinction between Heaven, and the Resurrection. I suggest we can understand the special role of Heaven in the Christian afterlife, as elevating remembrance of people to being ongoing guides in life, imbuing them immortality by that. Appealing to a saint is looking to their story, their character, for inspiration through hard times, and making them still alive by asking 'What would they do?'.
Mormonism actively sets out to provide deep connections between adherents, and to use withdrawal of them as punishment for apostasy. That makes a crisis of faith extra tough for mormons. That must be really tough for you. There is a cycle that happens, where young people grow up fiercely aware of shortcomings of the ideas of their culture, and seek and explore radical alternatives. And later, come to value what was good about the ideas they grew up with, and try to integrate them with what they have understood, and find a way to manage or let go of what was bad or harmful. You will inevitably feel a gap, a void, in regard to what was good about Mormonism, that you had to let go with what you found bad. Be aware of that, try to explore and understand it. We have a deep need to redeem and reintegrate with our cultural inheritance. Where indigenous people have been deprived of that inheritance and the cultural machinery to update it, there has been a special degree of anomie and social decohesion, like Pine Ridge Reservation. The book Braiding Sweetgrass exemplifies to me reclaiming and bridging Native American traditions, lived practices, and modern life. We need to find bridges between our past & future, in ways that help us to live well together.
This picture of the role of religion and culture, of symbolic immortality, sacred values and social cohesion, is still very abstract. In making it more concrete I really recommend Johann Hari's Lost Connections: Uncovering the Real Causes of Depression – and the Unexpected Solutions (it must be noted he is talking about what is clinically called mild to moderate depression which there are very limited evidence-supported interventions for, but not severe clinical depression). Or maybe start with his online talk This Could Be Why You're Depressed Or Anxious. We have to understand how to regenerate social cohesion. One of the lessons I draw from Hari's work, is a big source of problems has been focus on serving individual goals as the source of happiness, when we actually gain far more from finding a mode of service, a way to contribute that is valued by our community, which connects us to others and a life beyond ourselves. So I really recommend volunteering. Find problems people have, and learn skills to help address them. And try to find other people who share that motivation, and be in community with them.
The narrow focus on religions as sets of epistemologies, has distracted us from how much of the power of religious practice has been derived from rites and festivals, that share the celebration and enactment of ideas that go beyond one person, one life, that link us to what is transcendental. As Durkheim said:
"If religion has given birth to all that is essential in society, it
is because the idea of society is the soul of religion." -The Elementary Forms of the Religious Life
I find inspiration in Burning Man & it's many linked smaller events, as an active attempt to create a lived community that celebrates The Ten Principles. We can understand this as trying to create a new source of social cohesion, around events that bind people around enacting these values, in valuing creativity and decommodification - an iteration of 1960s counterculture utopianism, fused with the techno-optimism of Silicon Valley, that can be understood through Durkheim as addressing ways society has been decohering. It need not be the answer for everyone by any means, but I take heart it shows new attempts can be made to change society to serve people better, by gathering around what matters to people. Art and culture help us experience a sense of community directly, and the means to enter discourse, with how to face the tensions and contradictions in how we live together. Discussed here: Does postmodernism in art criticism collapse into relativism? What's its merit? and Need help with this paper on epistemic justice
For me Buddhist philosophy is a great source of ways to understand our choices in a non-theist world - I would describe Buddhism as agnostic, because although many Buddhists look to supernatural entities, Buddha was very clear that his teaching is fundamentally about awakening to the true nature of things, which no one else can do for you, and even deities face the challenge of. Buddhists take a middle path between what were called eternilism and nihilism - the idea our true or deep self never dies, and the idea everything ends with death. We can understand this as being between symbolic immortality, and a life with no meaning that continues after it ends. Buddhist thought shifts the focus from pursuing happiness and fulfillment onto the causes of suffering, in The Four Noble Truths. At core it says bliss is our natural state that arises from simply being present in conditions as they are now, which we distract ourselves from by seeking goals we cannot relate to from our current moment and opportunity to act now, which is to say attachments. We can link to transcendental values and symbolic immortality not simply by waiting for a future judgement of us, but in this very moment. Buddhist ideas discussed more here: Is Buddhism a religion or philosophy? I'd link Buddhist moral philosophy to Western thought by considering intersubjectivity, inviting others to see our point of view, and entering the perspective of others. Discussed here: According to the major theories of concepts, where do meanings come from?
There is no easy to answer to what you face. So my answer consists of what has helped me. I hope you find something interesting or useful here for you. Good luck, and know I wish you well, having been very much in the same place.