I was hoping that religion would help me with my personal issues and tried going to church and even volunteering there. However, for some reason, I always found myself getting upset and sometimes even angry. Clearly, it was not helping me.

If what the clergy is saying upsets you to the point that you are self-harming while listening then it sounds like you are in the wrong place. And, if your self-harming is so noticible that it disturbs others then, at the very least, you might consider sitting off to the side or in the back of the church. However, from the sound of it, you might be better off not going at all. You might also request a private meeting with a friendly member of the clergy at the chuch to discuss what is bothering you. Getting the issues that are causing you to self-harm off your chest might make attending service rewarding and enjoyable rather than anger inducing. All the best to you!