jl1961, welcome to the forums!
I can relate a lot to what you wrote, we're in very similar situations. I have a hard time with depression, anxiety, (recovering anorexia) and my self esteem is also pretty much zero, like you. And I have no friends in the town I'm living in (back with my mum til I 'get better'). I DO think there is hope, though. I posted today that I have felt much better, seemingly randomly, for a few days now.

Do you live in a big city, out in the countryside, a town? I think, if there are any groups in your area, it could be a good idea for you. I know this idea is pretty scary!! I live in a no-opportunities type town and so there's really nothing available (besides a mental health support group but everyone is about 40 years older than me)... but you could look on the site 'meet up', maybe there is a group with similar interests? There are even support groups out there specifically for people (even just women if you prefer) with mental health problems. I went to one in my town and people made me feel welcome. I didn't like the age group (I have a thing about needing to be with people I can 'fit in' with) but the idea of having a support group was good.
Or... are there any classes you'd like to take? Evening classes can be a good way to make friends.

I know these ideas aren't easy when you suffer with anxiety, but they can be something to work up to. I'm working up to being able to volunteer (outdoors I hope, planting trees etc) sometime in the (hopefully near) future. You might be past that stage because that's my stage before I can go out to work a proper job. But there's good ways to make friends, still.

Have you not made any friends at work? (I haven't worked for a while but I've never managed to make proper friends at work).