For as long as I can remember I have been depressed due to my height ( 5 ft 7)
I have never been in a relationship, and have other phsycial issues.
If you've never been in a relationship, you likely do have more issues than height at 5'7. I don't know your "other physical issues" as you say but would it help to correct those before you dive into LL?
is it worth it to use all my savings to go to Dr.Paley instead of going to europe?
That depends. There are cheap quacks, cheap/semi cheap great doctors in 3rd world countries and some renowned doctors in 1st world countries, such as Paley. Will you only feel safe with the top names? If going to Paley will drink up ALL your money and put you in massive debt, I'd recommend against it and doing your research to find other options.
What are the worst possible complications?
Since you said you'd do femurs- fat embolism, non-union.
What are realistic growths with thigh lengthening only?
3 inches. 2 inches should be significantly easier(pain, time, proportions, complications) if you'll settle for 5'9.