How can Christians know if they are truly saved and that Jesus won't tell them "..Depart from me, I never knew you," on judgement day?

Your many questions touch on an area of Christian thought over which sincere and well-informed Christians have long debated: the assurance of salvation. Some denominations believe that such assurance is commonly available to believers, some that it is granted specially by God to select believers, and the rest that no person can have complete assurance since everything could change before they die should they lapse back into gross sin.

Some Protestants hold that such assurance is possible, among them those that hold to these confessions of faith:

The Canons of Dort (1618–1619) and Westminster Confession of Faith (1646) give similar answers for the sources of assurance for those in Christ.

1. Assurance comes from faith in the promises of God.
2. Assurance comes from the testimony of the Holy Spirit testifying to our spirits that we are children of God.
3. Assurance comes from “a serious and holy pursuit of a clear conscience and of good works” (Canons of Dort 5.10).

The above is excerpted from https://www.thegospelcoalition.org/essay/assurance/

That article also list many scripture verses related for the topic, including those that a believer may apply to themselves as a test to see if they are walking in faith. One scripture commonly cited is:

This is how we know that we belong to the truth and how we set our hearts at rest in his presence: If our hearts condemn us, we know that God is greater than our hearts, and he knows everything. Dear friends, if our hearts do not condemn us, we have confidence before God and receive from him anything we ask, because we keep his commands and do what pleases him. And this is his command: to believe in the name of his Son, Jesus Christ, and to love one another as he commanded us. The one who keeps God’s commands lives in him, and he in them. And this is how we know that he lives in us: We know it by the Spirit he gave us. (1 John 3:19-24, NIV)

This and the rest of 1 John deal with spiritual discernment, including how to tell if you are walking in the truth. Nevertheless, it is not uncommon for Christians to experience times when they doubt their salvation. This touches on another distinction: the believer’s subjective condition versus objective position. Our condition is how we feel, and our feelings are changeable. Our position is what Jesus has done and promised. Christ’s finished work is unalterable, perfect, and complete, and his promises true and unbreakable. One of the challenges we all face is to learn to look to the Bible and its eternal truths and lean on Christ instead of trusting our feelings. Our feelings are sand. His Word is a rock.

Even for those denominations which believe in perfect assurance, this state is attained after a period of effort, prayer, repentance, Bible study and maturation, and yes - suffering. Suffering especially dispels the delusory conceit of false believers because only true faith can survive such suffering. Thus you will find in the Book of Job that his clearest apprehension of the character of the savior occurred in the midst of his suffering.

The below is summarized from https://en.wikipedia.org/wiki/Assurance_(theology)

These are by no means the only views found in Christendom.

Methodism. John Wesley believed a believer can have perfect assurance as to whether they have saving faith NOW. They can lose it tomorrow through gross sin.

Lutheranism. Martin Luther taught that believers can be assured of salvation.

Calvinism. Calvinism teaches that believers may have assurance of their salvation especially through the work of the Holy Spirit and also by looking at the character of their lives. The idea that because good works necessarily result from true faith one can gain assurance by observing evidences of faith in their life is called the practical syllogism.

Catholicism. The Catholic Church teaches that an infallible certitude of final salvation, as supposed in Calvinism, is not a usual experience, as seen in the sixteenth canon of the sixth session of the Council of Trent:

"If any one saith, that he will for certain, of an absolute and infallible certainty, have that great gift of perseverance unto the end,-unless he have learned this by special revelation; let him be anathema."

Baptism.

Some denominations insist that Baptism is required for salvation, others do not. I am a Baptist and do not believe it necessary for salvation, but it is an act of obedience and obeying Jesus is a good thing. What Baptists believe is that Baptism is the entrance into the body of Christ - the church - and communion is the continuation of that fellowship. You mention doubts and inner conflict. You say nothing about the church. Regular fellowship with a healthy, Bible believing church is essential if you want to overcome these feelings and attain a spirit of self control. I never would have found the assurance I have without the support of my college Bible study and later my church.

Harvest. Regardless of whether you believe in an absolute assurance or not, every denomination has room for times of spiritual harvest. The road out of the place you now find yourself is toward your next spiritual harvest. It may be useful to assess where you are along that process.

1. Preparation. Sovereign acts of God to set the stage.
2. Plowing. Suffering that may seem to have no purpose or redeeming value.
3. Planting. Receiving new teaching from the Bible. The devil will try to trick you out of believing, like the bird snatching the seed. Find more mature Christians to help you work through your doubt and confusion. Meditate on Jesus. This is the battle for your mind.
4. Pouring. The hot sun and rocky soil of hardship and persecution will try to scare you out of believing. You need the Holy Spirit to soften your rocky heart through the conviction of sin to repentance. That same Holy Spirit will comfort your heart and relieve you of your fear and grant you courage. This is the battle for your heart.
5. Plucking. The weeds are cares and worries that your flesh will use to distract you from the faith. The antidote is to focus your priorities away from materialistic goals toward spiritual ones and adopt new habits of behavior. Appeal to the father to help you rearrange your surroundings and relationships to foster this change. This is the battle for your hands.
6. Produce a Harvest. Son, Spirit and Father work together to produce a beneficial outcome in your life and the life of the people you serve. This harvest is tangible evidence that your faith is real.
7. Peace. You experience a time of peace. Then you begin working toward a new harvest.

I have gone through many such harvest cycles in my life. One lasted about two months. Some lasted a few years. One lasted about fifteen years. Sometimes they overlap. One constant has been that the Word (seed) often made no sense at first, or seemed to do nothing. Seeds do not grow overnight. Looking back, I see that Bible passages that made no sense when I first read them transformed my life in big ways later on. Expect this.