I'm sorry that your feeling so lonely and that you haven't no true connection with people to make you going on.
If it gives you some comfort I feel the same way, one of the most important things that keeps me down is the way I am in social situations. I avoid them the most I can't, but I can't keep living this way, specially I don't want to be like this I want interpersonal relations to be meaningfull, I wants friends, I want to joke and to feel free.
I'm trying this for ages, so many years, I can't live with people (I would feel very anxiuos and hate myself) and I can't live without them.
I don't know if your depression as something to do with it...in my case I realize I can't have decent friends because I'm too forgetfull, people aren't real and I'm not real...and when I don't sleep well this triplify. But in the root of everything I know I was a deeply shy girl.
So it's a mix of many factors and the mix makes them all worse and worse like a cicle. I don't know what you have tryied. I've been thinking in some kind of therapy, but at the same time I need to get back my mind.