I feel so lonely

I've been feeling extremely down lately. I try to describe it:
I'm in a room with nothing in it, I run from wall to wall trying to get out. There is a door but I don't open it. Because the room is my safe place. Once a week my T peakes in the room but I'm so scared of the outside and maybe even my T that I shut the door after some time. I feel ok again for a while, having had T come by but then I run around again.

I feel incredibly alone. I've told my T over and over and over again how lonely I feel but she can't do much about it.

At the same time reaching out to friends seems to hard at the moment. It's more stressful than keeping to myself so I keep to myself

I don't have suicidal thoughts because... well I don't even know why... I guess I still have hope that after all, life isn't supposed to be this hard. But right now I'm really, really struggling.

How do I get out of that room... without having panic attacks and feeling so exposed that I run back in?

Hello, Sailboat! You paint quite a picture.
I speculate you may probably need someone to accompany you out of the room several times, and wait for you each time you run back. After a while, maybe you won't run back. Later on, you may no longer need a helper.

Loneliness and Depression are great burdens, and together they can be overwhelming. Loneliness worsens the depression, which itself drains us of the energy and motivation to combat the loneliness.

You're in therapy. That's one way to break the cycle. I'd counsel patience, but maybe you're running out of patience?