Actually, the Catholic church was not immediately established. Nor was it the continuation of the apostles when it did establish itself. Do you know how Constantine "converted" his entire army? That was part of the impetus at the start of the Catholic church's formation. If, as it appears, you are unsatisfied in your current situation, I humbly suggest you take a closer look at the history of the church. Ignore terms like "catholic" (meaning "universal") and ignore the implications of expressions like "THE Church." There has never, since the Catholic church arose, been only one church. Study it out, and see. Of particular interest, should your study include such, are the doctrinal changes that evolved as time distanced the people from the early Christians. For a time, the Catholic church appeared to be the only church, by virtue of the fact that it oppressed any others, and eradicated them wherever possible. Following the Reformation, the power of the papacy began to fade, and in 1798 when Berthier removed the pope from his throne it was a strong blow to Rome's civil power.
Remember, too, that God's "church" is really His people. It is not an organization, and certainly not a building. The word "church" is not even a Biblical word: the Bible's word is "congregation," i.e. a group of people. And who are God's people? Must they be members of the Sanhedrin, members of a church, members of an ethnic group? No--and you know that already. God's people are not His by virtue of any form of earthly membership or citizenship. "They are His because they keep His commandments, and follow Him". Jesus himself said that he had sheep in other folds. I understand this to mean that He has followers who are of other faiths. Remember the Samaritan woman? In those days, the Jews would not allow her to so much as step foot inside their Temple. But Jesus' conversation with her at the well reveals that she was one of his followers. Being of another "fold," she was still one of his sheep. God has people in every "church" who are His.