When I look around, if everyone is doing approximately what I'm doing but getting a different result, then I realize my unhappiness has to lie in me and my perception.
I don't think other people can give us a sense of belonging; they're forging their own sense of belonging. What groups you join, people you try to befriend have to have some reference point inside yourself for them to matter to you. If they matter to you, then you will often matter to them. But looking at them for them to "pull you in" to what you perceive as "out there" can't work because each individual's task is the same and no one can do our task as well as their own.
I would think of a subject/project/interest you have and focus on that instead of on fitting in. For example, I use to read 5+ books a week, was really into reading, books, libraries, etc. So, I went to the Friends of the Library meeting that started. I didn't know a single person. However, somewhere in that meeting I talked to a woman who enjoyed me and was part of the organizing of the new Friends group. She had the "Treasurer" call me and ask me to become the group's Secretary! I was scared to death but made myself say "yes". From there I quickly made friends and belonged to that group. But, if necessary, I could have had to do it the "harder" way and volunteer for the job! The "result" probably would have been the same.
We have to express an interest AND respond to any interest coming back. If you do not "understand" why someone "likes" you, ask them! "Oh? What do you like about me?" We have to engage other people in order to become connected. Feelings can't just magically appear because we are in close quarters with another.
If you are at a group thing centered around "books" (or whatever) then you have to call up your own feeling sense of what books mean to you, and share that with another and get an in-kind response. That's how we get close to other people is by how we are like them or what we see of them that we like.
If you see other people planning a date/get-together, ask someone you think you would like to get to know better, if you can come along. They will probably turn to you with a surprised smile (how are others supposed to know you WANT to come if you don't share that information with them? They can't read your mind) and "pull you in".
But it is work getting one's self included; it often looks easy watching others do it but they probably have done it before! If you have not done it before, it is not going to be "second nature" to work at including yourself where you want to be included. Worrying about whether others "want" you is another way we don't honor/feel good about ourselves and is another form of mind reading (how do we know what they want unless we ask them).
There's nothing automatic or "easy" about being included; it can hurt because maybe they are a group that has been together a zillion years and does not accept newcomers but you cannot know that if you don't try to associate yourself with them! But their not accepting "you" is not something personal, they don't accept anyone so feeling "hurt" is like feeling hurt if you asked a woman on the street who looks like your mother if you could he be her child and she said "No"