Yes, I have felt “god” the thing is its defiantly not the Christian god. In fact, I have actively prayed against the Christian god in church and felt the feelings just described above. I guess that makes me a Theistic Satanist.
Also, interestingly enough, certain religious ceremonies can bring me closer to “depression” rather than love. It is sort of this very “thick” feeling in the air.
If you are not “feeling god” you may simply be doing the wrong prayer or ceremony, in the case of feeling worse afterward, you are probably “doing it wrong” (not that certain groups and individuals don't purposely do them wrong for initiation purposes)