If you asked your priests and they advised against it, I’d be inclined to take their advice. I certainly don’t want to contradict a priest, but perhaps I can help you understand why they counseled you the way they did.
You like a certain type of music that is often referred to in the USA as Goth and Emo. The lyrics might not be specifically blasphemous or vulgar but if they are depressive and lack hope, overexposure to that type of message can cause you to feel hopeless and perhaps encourage you to wallow in a self-centered state of self-induced self-pity. A sense of despair and hopelessness is 100% contrary to what it means to be a Catholic and that is why your priests think it’s not good for you to listen to this type of music.
I know you have your favorite bands and types of music, but is it worth the anxiety and guilt it seems to be causing you? It doesn’t seem so. Anything that is causing your soul this much disquiet is certainly not good for you. My advice is to listen to your priests and try listening to music with more positive messages.
Last thought: Your signature suggests to me that you have difficulty expressing yourself, and that’s perhaps why you feel so dependent upon this music. Please consider investing in a journal where you can write your thoughts, or even some crayons and paper so you can explore drawing. If you have an outlet for your feelings, you might find it easier to give up the music. God bless.