Rainbow:
Your therapist can't be your friend.
Your friends can't be your therapist.

In therapy, a therapist has a certain way of being that is best for you and all her clients--she's there for her clients and purposefully doesn't do certain things for your best interest like become your friend, engage in inappropriate touch, hang out with you away from sessions and meet your grandchildren. Therapy is all about you and you alone, not her. It isn't about working on a friendship as you know friendships. It is a unique relationship designed to be safe and focused on the client.

There are limits to the relationship.

If you cannot focus or stand it, then maybe your therapist's suggestion was right about needing to stop therapy. Since you have started with her it seems like you have been involved in an obession in your mind.

You might try understanding that your therapist is a human and has faults. She would never be the "perfect friend" you imagine her to be. You don't see all her faults, but she has them like all of us do. If she were in your real life, like you seem to want, she would never be able to meet all your needs and you would be left wanting just as you are now. It isn't about her. It is about something inside you. That is why this pattern has repeated with all your therapists. It is inside you. No amount of hand holding, hugging, or attention can take it away.

You have to do the work of filling yourself up. That will help.
It takes time and persistence.
It is the only way out of pain.
Radical acceptance can help as can the other skills you can learn in DBT.