We may believe finding god or another spiritual path can aid us cope but this is not always a good thing. This new path can inadvertently lead us deeper in despair as we start re-evaluating ourselves when in a poor state of mind according to this new Path.
If you want to find a new path, do it when you are not being bombarded with bed events. Look at each path individually and ask questions of different groups and go to their meetings. When we have seen all we feel we need to see, then evaluate each in-light of both their merits and demerits.
When we are under great stress we should not retreat nor run away, but do both. Spending time alone relaxing and clearing our mind of distractions; and do things which bring us pleasure; then we are able to see things better and cope with life.
At the end of the day I may be right, I may be wrong, but I share this hoping I am one or the other.