When I say all believers make up the ONE CHURCH, the Greek word for 'church' "ecclesia" that Jesus speaks of the in Bible means community of believers. Jesus was obviously--obvious to most theologians anyway-- speaking of believers united in Him. He did not refer to sects or schisms or groups or denominations or congregations but rather all believers.
But because all believers are human, there are very different ideas, concepts, beliefs, doctrines on how 'church' is properly done, expressed, taught, whatever. So we have many different sects, schisms, groups, denominations, congregations etc. each trying to be the 'perfect church' and, in my opinion, none ever quite reaching that mark because the Church is made up of imperfect people.
What you describe of your own critical thinking though is similar to my own experience. I have always rejected the 'herd mentality' on pretty much everything that has any variables at all. As a result I have often felt like the odd person out in the way I view, analyze, evaluate information and what I come to believe about what I believe.
So in the passage with Jesus and Peter in which Jesus said: "upon this rock I will build my church"--Matthew 16:18, was he referring to Peter himself or to what Peter had acknowledged about Jesus being the Christ? Is it Peter himself or Peter's faith or the statement itself that is the 'rock'? For those who consider all possibilities, there is no reference or resource to use to say for sure.
I myself am not certain but I respect the faith and do not try to shake the faith of those who see it in only one way. I am happy in my own faith that all who love Jesus Lord with all their heart, all their soul, all their mind to the extent of their strength and ability are his Church and are going to be okay.