Chronic loneliness and intense friendships.

Does anyone else always feel profoundly lonely even though they have a few friends? And, do you find they morph into intense friendships? I do and I'm starting to question if I'll ever connect with anyone again. 

I've tried making new friends offline and online and both haven't really worked. I know I can be socially awkward but I'd like to think I hold a variety of interests and at least have some charisma. It gets disheartening joining loads of different forums and services and writing out my life story to never really connect. I've also done shorter introductions and have found that's not really worked either. 

I feel I can make acquaintances but they never ever progress further. I wrote this in my diary today. "If I could describe every facet of my life, this is the analogy I'd use. I'm a footballer, I'm a striker, and every game, I pick up the pass or cross to me perfectly, I use my pace to beat the man marking me, after that, I get into the box and I'm one on one with the goalkeeper.... and every time, I sky it, every *expletive* time it goes high or wide. I can look good in training, I can look good for the first 30 minutes of a match, but it always falls apart, it always falls apart."

I think these feelings come from my teen years when I got into an LDR with a girl my age online. I honestly thought until that point love wasn't real, I really do understand that sounds hyperbole, but the feelings of mutual laughter, the excitement of flirting, enjoying mutual activities etc. I had a childhood where my parents had a weekly screaming match and never had any really close friends.

Also tried therapy, tried anti depressants, nothing works. I really, really wish I could have a content life on my own with no need for human contact, and I really do envy those that can. A dichotomy I know.