Yes I feel the way you do. I was also as young as 4 or 5 the first time I can remember realizing something was not right with me. Other kids didn't wanna play with me and I knew in my heart I didn't belong, but just not the reason why. I believed I was a monster until I was 20 when I was finally diagnosed with BPD and major Depression.
I've had periods where things are pretty stable and I feel content, but I've never been truly happy either.
DBT has provided me some coping skills, but not the full set I'd like since I flunked out 8 months in.