The confusion is that you would not be going to mass at the Methodist Church. Methodist do not offer the sacrifice of the Mass. In fact, they don’t believe in the mass at all. You are in a difficult situation. I will not advise you but will only recount what I did.
After serving as a United Methodist pastor for many years I became frustrated with the fact that we did not believe what Jesus taught about the Eucharist (the Mass) at all as Methodists. The trouble was, I did. I longed to teach my Church this glorious truth but it was never really accepted by the people. I knew that to remain a Methodist was to deny the Mass. Finally, I left and converted. My wife shortly followed my example.
CDL