Thanks for sharing your story and welcome to freedom2b!
I'm also an immigrant too. I came to Australia when I was 15 and have been here for 18 years and just decided to obtain the citizenship a few months ago. All my family members are back at home. I can somehow relate to the feeling of being isolated in a different environment and culture. I wasn't born in a Christian family too. I found Christ when I was 24, and, like many people, I tried to do all the "right" things.
But the slogan, "it'll get better" is true – hang in there!
Counseling would definitely helpful. I encourage you to do so too! Also, perhaps surround yourself with positive friends too. 🙂 There are also many support groups available. Let us know if you need more information.
Also, feel free to send me a message if you want to talk further.