I think the better question is what proof you already have to prove you are being personally attacked due to your religion.
Asking for what kind of evidence you need to get “ideas” on what may work spells a lot of trouble.
So, what proof do you have? List them and maybe someone who reads your thread can give you an idea of your chances. But, you are correct, being born in the US works against you. There are a lot of states, the first step is always to move to a different location in your country. You can also report to the police if there is someone attacking you.
IMO, you should explore economic programs instead of asylum.