You are coming off the pink cloud and it is somewhat normal to become depressed. Anger is often an expression of that depression. Depression could be due to your body's long term adjustment to getting sober and/or it could be connected to the thyroid problem. In any case depression is not something to fear. It's actually quite treatable. I would suggest that you ask about medication that might help.
Don't beat yourself up about how you feel while doing your fourth step. I also was somewhat depressed while doing it. I did not have many of the reactions that I had expected I would. It is what it is, and that's ok.
As for church, I think this quote by Carl Jung is sometimes applicable... "One of the main functions of organized religion is to protect people against a direct experience of God." People often have a direct experience while, or just after, doing a 4th and 5th step. I did anyway.
Again, get treatment for your depression. There is much that the professional community can do to address this problem. I have a feeling your going to get through this and that the emotions will level out.
All the best to you.