I think that pretty much all “western Buddhists,” myself included, can relate.
I think we all might have navigated and tried to solve this problem in different ways.
I can try to share my perspective in brief:
I initially was drawn to the Theravada sect because I thought it might have conserved the teachings the most, especially relative to the other sects (Mahayana, Vajrayana, etc.)
But as I learned more, I became more aware that even the Theravada sect hasn’t preserved the teachings as well as I thought.
From my current level of mental development so far, I think (and acknowledge that what I think is subject to change depending on what I learn further) that “Early Buddhism” seems to be “the best bet” relative to all the other named tradition, even if it is less of a tradition and more of an approach to learning Buddhism.
Basically, the approach of early Buddhism seems to be to try to examine and evaluate the earliest sources of Buddhism and think critically about what was most likely to have been taught by the Buddha.
I think this is the best approach relative to the rest of the sects because it acknowledges that we may never know 100% of what the Buddha taught with 100% certainty - but it also avoids the skeptical extreme of “we can never know what the Buddha taught at all ever,” which seems to lead us to basically not try to search and look and examine various sources to figure out what the Buddha taught.
I am not aware of any shortcuts to this process right now.
If I could recommend one book for me to read when I first became interested in Buddhism to give me the best possible introduction and overview of sources to look at to learn about Buddhism, I think it would be: The Authenticity of the Early Buddhist Texts Bhikkhu Sujato & Bhikkhu Brahmali
It just so happens that he helped create and participates in this forum, but even if he didn’t, I would still have recommended it to myself back then.
Why? Because it gave me a general sense (not hyper-specific or technical or difficult for a beginner to understand) of what sources are consider early and/or reliable sources of Buddhism - and why consulting early sources is important for those who are interested in learning about Buddhism and what the Buddha actually said.
I would caution myself when I started learning about Buddhism, by telling myself that “all roads lead to the Buddha to different degrees - i.e. all roads are not equal. It seems worth spending the time upfront surveying and researching all the possible roads before making any kind of commitment to them and to figure out what degree of commitment is warranted (because all the sects contain at least part of the Buddha said, I think, like the 4 noble truths and the 8fold path, etc.).”
Like I said, I think relative to all the sects/roads/etc. out there at this time, I think “early Buddhism” seems to be the most accurate, even if it isn’t (and doesn’t claim to be) 100% accurate and certain.
Finally, I am trying to answer this more definitively because I faced (and still face) the same exact problem/quandary/dilemma/etc. that you described in the OP - and I wish more people were able to give me a more definitive answer.
The “tolerant” answer that attempts to be “non-sectarian” in the form of “take the good parts of all the sect” is definitely true and 100% percent right, I think - but it doesn’t exactly solve the problem.
To the contrary, it can be misleading in that it can make it seem like all the sects/traditions/roads/paths are equally true.
Furthermore, I am not left with anymore clarity regarding “what those good and right parts” of each sect are.
Even further, “what resonates with me or my experience” hasn’t always turned out to be right or correct - sometimes things resonated with me that I later found out was not actually correct. Just because something resonated or seemed true, didn’t necessarily mean that they were true or helpful.
I think starting with the The Authenticity of the Early Buddhist Texts Bhikkhu Sujato & Bhikkhu Brahmali would be helpful for beginners - and then following that book up by trying to more directly look at and examine and evaluate the early sources for yourself.
I think if I did this, I might have saved myself a lot of time, and heartache, and worrying and confusion.
It is so easy for those who are already very familiar with the early texts to brush off your quandary and espouse positions like “all paths are right,” “pick what works for you,” “don’t cling to any tradition,” “pick and choose what is helpful,” “pick what resonates with you,” and other such answers that don’t really directly or conclusively solver your dilemma for you.
4 kinds of answers
Conclusive/definitive wrong answer
Inconclusive/vague wrong answer
Inconclusive/vague right answer
Conclusive/definitive right answer
I agree that definitive wrong answers (i.e. dogmatic answers) are harmful and not beneficial.
However, I don’t think that all definitive answers are necessarily unhelpful.
When I first learned about Buddhism, I wish more people were able to give me more definitive (right) answers to this question - at least to whatever degree that they were capable of doing so.
That is why I tried to respond to your OP in this way.
That being said, it is based on my current level of mental development at this time, and so it is limited to that degree.
Ultimately, it is up to you if you wish to “open-mindedly yet critically” consider all the opinions on this matter use the various advices that you get to try and figure it out the answer to your question for yourself.
May you (and we all) figure out the solution to this problem and be happy. 
As I said, “surprising”
Fortunate for us the Buddha took what he learned from them and continued to investigate, examine and purify his mind until he removed all impurities and impediments and was able to see the entire picture! O that I can do the same!
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