I know this is an old thread but I feel the exact same way.
Started going to church and believing the Bible and Jesus Christ almost a year ago and still feel so miserable and sad. I know that faith doesn't automatically make you happy but I've become extremely jealous of the whole concept of "Christian joy" and the whole concept of being born again like the way it's talked about in Romans 5-7 and why I'm still not feeling the joy and still committing sins the dead part of me did every single day, sometimes I get really scared that I'm not a real christian because I'm not producing the fruits that I should be as the Bible would put it
And I'm too scared to talk to anyone about this or how suicidal I am IRL or in the church I go to even though they're all nice and supportive people and would probably understand, it's just not something I feel like should be talked about to people IRL.
Sorry for the vent I just wanted to join in on the Christian side of this, the conflicting thoughts are so real!