“I do not fear death. I had been dead for billions and billions of years before I was born, and had not suffered the slightest inconvenience from it.” - Mark Twain
I’ll put this quote here again because I think it really deserves repeating, and I find it comforting when I consider my inevitable death and “disappearance into nothing.” And while I don’t find it the nicest idea either, it’s an inevitable fact, so I have to either come to terms with it or spend my life crying about it. Personally I’d rather spend the limited time that I have doing things I enjoy with people I love.
And when you think about it, it’s only depressing when you are alive. When you’re dead it’s really not depressing at all, because there’s no you there to be depressed. Sometimes reality is harsh, but hey, that’s life (and death).
I admit I’m skipping 23 pages of conversation and what I have to say may have already been said better by someone else. But from what I read, nobody has answered your question simply:
If you were a Catholic and had doubts, and let those doubts fester without researching and investigating them thoroughly, that is tantamount to rejection, because as long as you are alive you have a moral responsibility to seriously investigate the truth without bias. This means researching the Catholic Church’s defenses and apologetics for any doubts you have. So if you died in this state, obviously nobody is in God’s position as Judge and nobody can give you a certain answer as to your destination, but we can say with some probability that you are probably not heading in the best direction possible due to that rejection, whether an explicit or implicit one.
You also mention that it’s very comforting to know that when you die, you will experience nothing. I empathize, since when I was also an atheist this was one of my greatest comforts. Except, it required a sufficient amount of belief that this is true, but we can’t actually prove that it’s true. It’s simply a matter of faith to believe that there is no afterlife and that consciousness ceases to exist after death.
Only after I researched the Resurrection as the Church proclaims it and found it to be the most likely explanation of the data we have did I finally become a Christian. There were inevitable logical consequences to this newfound understanding of existence; for instance, it became clear to me that (1) God does exist, (2) there is an afterlife, (3) there is judgment for our actions, and (4) there is a Heaven and a Hell.
My advice is to muster up as much integrity from the depths of your soul as you can, and with that integrity, force yourself to realize that you have no proof that God doesn’t exist or that there is no afterlife, and that believing these things to be facts requires just as much faith as Christianity does, unlike your Santa example, which we can solidly prove is untrue. And then once you’ve made this realization, go to your local Catholic book store and ask for some apologetics books detailing the specific doubts you have. Then, read them with all seriousness but most of all with hope that Christianity is true, because an eternal afterlife of pure happiness is nicer than an eternity of non-existence. But don’t let that bias you or affect your integrity, only use it as a means to continue your research without becoming emotionally exhausted or falling into despair.
Addendum: I want to emphasize that I could not be convinced either that God existed or did not exist for most of my life; nor could I be convinced one way or another on the afterlife, the problem of evil, or any other tough theological question. All of these I could see good arguments for and against. The reason is because these problems first of all have no way to be proven true or untrue outside of philosophy, and second of all within philosophy they are based on axioms which were constantly alternating in their reliability. One day I would be convinced that evil doesn’t exist, and the next day after some life experienced mingled with further research on philosophy I was convinced it very well might exist. Only after I researched the Resurrection and found it to be logically and historically reliable did the answers to these and more questions came naturally and in order. Of course, it took several years and plenty of research, but it wasn’t impossible as I was taught to believe by my agnostic and atheist family and friends my whole life.