Probably for the best, if you were to live somewhere with Sharia law.
Much better than funding the UK government's war in the Middle East every time you buy groceries or pay for your utilities. If as you say, the UK is bombing the Middle East and killing innocent Muslims, you should avoid funding them. If you live in the UK you are directly funding the UK government budget, including their military budget.
If the Middle East is your vision of a good future for yourself and your family, then I do wish you the best of luck. It's not what I would choose personally, but it's your choice.
Alright, can you answer this as objectively as possible.
Out of the hundreds/thousands of religions/beliefs/deities that exist in human societies, why do you think your one is correct and all the others are wrong? Any kind of empirical evidence to support one being correct over all the others?
Nobody rules by Sharia law, it's fruitless to try and find a place that does. The closest we have to it are the Gulf countries, and even those guys still harm other Muslims through their bombing campaigns.
I'm still firm in my decision to want to leave though, I'd rather live in Saudi Arabia than the UK since Saudi Arabia is at least more (if only slightly) aligned with me ideologically.
I'd leave at the first chance I get, but I currently can't, I'm stuck here. When I can leave, trust me, I will.
Ah finally, now we're asking the real questions!
I've personally attempted to find the truth, and I believe I've found it. I've tried as many options as possible, from Buddhism to Christianity. For me personally, the only two options I can genuinely believe in are Islam or Deism (basically the belief that there is a God, but he couldn't care less about us and that he won't send us to heaven or hell when we die).
I chose Islam because I struggle to believe a man who couldn't read or write, managed to create a book which even the best of poets couldn't (and still can't) imitate, a book that even non Muslim scholars of Arabic call the greatest piece of literary work every produced in the Arabic language.
Then, there's also the fact that he didn't just spontaneously come up with his revelation. At first, he couldn't believe it and was troubled, consulting his wife. It was only after a failed suicide attempt and some time that this 7th century Arabian man decided to start preaching.
Despite being persecuted, despite being offered numerous rewards such as wealth and women if just stopped preaching, he continued. Only a crazy or a truthful man would do that, and since the words coming out of this mouth were not crazy, I've decided to settle on truthful.
There's also the fact that this man was known as being one of the most truthful guys in his area, that he was born belonging to the most powerful tribe of the region, and that he was married to an extremely wealthy and desirable woman, whilst showing no interest in any other women in his area. He had no reason to randomly make up a religion, he had everything one could want. He was also known for being extremely charitable, which even further reduced the authenticity of the claim that he did it for wealth or power.
There are also things mentioned in the Quran and authentic Hadith which, in my opinion, couldn't have been known to a man in 7th century Arabia. You may Google this point to further follow up on it if you wish.
You should really refrain from repeating inaccuracies about the beliefs of others. You live in the UK, you can access many non psycho sufi ulema who will correct that misconception. It's not just you, everyone does it, it stems from molvi treating Islam as an episode of Yo Momma (terrible mtv show from the 90s) and not being respectable in how they present the view points of others.
Sufism in it's current form is forbidden, it involves praying to the dead and creating shrines, this is considered shirk in Islam.
Oh and btw the majority of Sufis consider Rasullulah (Peace Be Upon Him) to have been made of light.
If you wish to believe in this, that's fine, but you must bring Islamic evidence to support your claim. No Sufi has so far managed to this, from my experience anyway.