Yes, as CANDC said, we do experience a sense of grief and loss on those that have become a big part of who we are.

I hope you do not mind AbladeintheMeadow (nice username by the way), if I explore some possible truths about what might be happening for you.

First of all, I noticed that a certain amount of shame is being carried by what was written "feel stupid, selfish & guilty". I don't think 'guilt' is a bad thing, because it motivates us to change. Often we may say to ourselves, "I made a mistake, I better not do that again". So that motivates us to change.
However, sometimes we fear to change, and so we are bound to repeat the mistake. After many repeats of not changing, we end up thinking we are a mistake, and may say to ourselves, "I feel stupid, selfish, ..."
This is shame, and it is not true. What is true, is that fear stops us from changing.

Being with friends, is a way of helping us to overcome our fears and be motivated to change. When those friends are no longer with us, those fears return and our motivation to change drops down, causing us to feel sad and depressed.

If this sounds true to you, then you have something to work on for yourself.
Find out what fears hold back the motivation to change. Then face those fears to de-myth them.

Hope this will help you to get through it.