Feeling lost

I grew up in a Christian household and believe Jesus died for my sins. Once I joined the military I was constantly in the word and around Christlike people although I was still partaking in some activities military men do mostly sex and drinking. once reassigned to another state I got someone I didn't intend to be with pregnant. felt a lot of pressure from family to get out of the military and working other jobs have brought a lot of anxiety and depression. started to abuse substances and alcohol and now feel so trapped with intrusive thoughts and don't see how to move forward. just wish I could be with Jesus already