What makes you think you're not saved? A feeling? What exactly are you looking for from the Lord to be convicted you're saved? Not to be presumptuous but i think the Lord has saved you. You love the Lord with all your heart and you're convinced of salvation. You said, you believe with all your heart the Lord died for you, and he certainly did my friend. Not only that he continues to answer prayers, and stirs within your heart for you to draw nearer. Now i say all this because exactly what you've said, is how i felt once upon a time. I use to cry my eyes out believing i wasn't saved, and to be honest there was too much evidence to deny the Lord's hand was on my life; there comes a point you have to realize, that the fancy alter calls, or chills or emotional things that people say they feel, which makes them "feel" saved isn't necessarily being saved. Sometimes it's a conviction, sometimes its the undeniable fact you know he's there for you, you don't understand what it is, but you know, and further to my story, i ended up crying out to the lord in desperation and i knew then that He'd saved me. Ever since then, i could feel the Holy Spirit... and this is the kicker, the Holy Spirit is a presence thats peaceful, but jarring i.e. stirring, you just know its there, and when you randomly talk to Him, its not that he's gonna say "what's up" but its the fact no words are needed to communicate what's he's saying, this is the link - this is, regeneration as the church calls it.
So question time, do you ever feel the Holy Spirit? If you do, then you're saved. Scripture says the Holy Spirit can't live in anyone who doesn't accept and believe in Christ.
I would say, pray to be saved if you truly believe you aren't, but pray to be convicted of the Holy Spirit. Don't lose hope, and ask the lord to be delivered from fear, doubt, and whatever else there is. He loves you... just too much, especially someone who is crying out, as scripture says, seek and you shall find, and you certainly will