I've been dealing with a lot of those themes as well. The best advice i can give you is to realize that those are all unanswerable questions. Pondering about nature of reality is like a fun mental exercise for people without anxiety. They would just think about it for a while and then forget all about it. Notice how often articles about that would be shown in mainstream media - TV, newspapers. Seen and read by potentially millions of people. Nobody is freaking out about it. The world isn't fake too, don't worry about it ;)
Plus nobody says that you have to believe in most of those things. There are smart people who will tell you that self is not an illusion. It's just constantly changing, but that doesn't make it an illusion. I think they use this word as a clickbait. For everything you mentioned you will find people pro and against it. And since those questions are impossible to get definite answer anyway you might as well leave them, return to earth and live your life. And belive me when i tell you that going deeper and deeper into researching will only make it worse. It's very difficult, i know, but putting more and more into your head will not help you. It will only add more "ideas" to torture you.
There was fantastic post on Quora about it:
Plus i would recommend this video and channel in general: