You need to find out if AZ law requires the landlord to put your deposit and first month's rent in a separate account.
Practically speaking, although you are contractually obligated to pay rent, if your landlord is also legally required to segregate your deposits and cannot provide proof of same, it only seems reasonable for you to withhold rent.
I am not an attorney and don't have a clue about Nevada landlord tenant law so you may want to talk to a well qualified realtor in your area that specializes in Property Management. Give them a call to find out what your 'rights" are as far as proof of your deposits. Also they can help you find your next "rental" unless you're now ready to buy.
If you're not yet ready to buy, you may want to take Dave Ramsey's Financial Peace University to get yourself on the right path. You can find a course here: