All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
If by your statement "I never say the truth" you mean that you had lied to the authorities in that country and said to them that you are a refugee and oppressed in your country while you are not in reality, then this is a lie and it is forbidden. The Prophet said: "Beware of lying, for lying leads to vice (wickedness, evil-doing), and vice leads to Hellfire, and a man continues to tell lies till he is written before Allaah, as a liar." [Al-Bukhari and Muslim]
Changing your name is an act of lying, so you are not allowed to benefit from the facilities that are provided for refugees or oppressed people in their countries. As long as your claim is not correct, then you are not eligible to receive that support.
However, if you are really a refugee then you may benefit from that support, but you are not allowed to lie about your name unless there is an expected resulting harm on you by informing them about it, in which case, it becomes accepted in Islam to change it.
As for your question "what can I do?", then you have to repent to Allaah, seek His protection and persistently supplicate that He guides you to what He loves and what pleases Him. You have to fulfill the conditions stipulated to live in these countries. However, if you are not oppressed in your country and you are able to go back, then you have to return to it since it is better for you and safer for your religion. Furthermore, you should fear Allaah, as Allaah Says (what means): {And whoever fears Allaah—He will make for him a way out. And will provide for him from where he does not expect.}[Quran 65:2-3]
Allaah also Says (what means): {....And whoever fears Allaah — He will make for him of his matter ease.}[Quran 65:4]
Finally, you have to strengthen your faith in Allaah and should perform good deeds since it is the only way to secure happiness in your life. Allaah Says (what means): {Whoever does righteousness, whether male or female, while he is a believer — We will surely cause him to live a good life, and We will surely give them their reward [in the Hereafter] according to the best of what they used to do.} [Quran 16:97]
We supplicate Allaah to facilitate all that is good for you.
Allaah Knows best.