Hello & Welcome, Thirdculturekid!
I have had first- and second-hand experience with culture/transition shock and reverse culture shock (or reentry shock). These are phenomena you can easily research, but, as you are experiencing, they may involve severe disorientation, depression and anxiety.
Through many dislocations in my own life, I've found a tiny number of friends. interests and involvements have provided much-needed continuity. Even today, I have no emotional investment in the community where I reside. "Home" is people and interests.
Your situation is similar to that of the children of highly-mobile military families ("military brats", etc.). In addition to the obvious disadvantages to being a TCK - third culture kid, you may have as yet unseen strengths as well.
Significant depression and anxiety may need the attention of professionals. Do you feel you would benefit from seeing a doctor or counsellor?
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My dog  mastered the "fetch" command. He would communicate he wanted something, and I would fetch it.
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