What I would do and what I advise you to do are entirely, and necessarily, different things.
You have no obligation to engage with the cleaning rota at all if you don't want to, can buy or not buy whatever you please and you can cook and shower as you see fit.
Whether, and how, you are liable for the utility payments depends on whether or not you are named on the account and, to a degree, what is stated in your tenancy contract. If one of your housemates, or the landlord, are the only named person then they would be singularly liable for paying the utility bills and would have to attempt to recover money from you in court. There are instances where you may all be jointly liable such as a deemed contract, but this is unlikely to be the case if they have lived there for two years.
With regards to the general bullying, again I cannot in good faith advise you to do what I would. If you are being threatened, or feel that you are being racially attacked, there is some basis for being able to involve the police. Advice to keep things in your room if you don't want them to be stolen is good advice - many house shares I have lived in have had at least one thief in them. That's par for the course. You can steal their stuff too if you like, but that won't fix anything.
The best advice you have been given is to move out. You have drawn the short straw by ending up living in a house full of muppets and, given that your landlord also sounds useless, there is no prospect of you finding an agreeable solution to this situation. In future, never move into a house share where you will be responsible for paying an undefined amount of money towards bills. Make sure that the cost is always fixed.
The world is not a kind place and you will encounter far far worse people than this in house shares. You will need to learn to stand up for yourself or you will be exploited.