Handmaiden,
You may like to read this story of a Protestant who found Orthodoxy.
It's not wildly fascinating, but you may relate to a few of his stumbling blocks en route, such as :
"Many of my struggles included the role of Mary the Theotokos, praying with the saints, a service that was not open to changes on a whim, submission to hierarchy, the exclusive claims of Orthodoxy as being the Church, and—as strange as it may sound—the repeated requests for God’s mercy. Aren’t we all already saved, I thought. Why keep asking for God’s mercy?"
http://www.pravoslavie.ru/english/79954.htm
Such a point of view never occurred to me about the repeated calls for God to have mercy, as I am used to it and could not fathom that idea of "already being saved". It's eye-opening therefore to see what struggles a Protestant inquirer may have.
I believe you are beyond this point yourself. But if any others read the thread, perhaps it will give them some answers to check this article by an American Protestant who discovered - slowly with a lot of detours on the road - Russian Orthodoxy.