I am sorry that you feel sad and lonely. This is a common theme here and there are lots of threads that you can read to get some ideas. Making friends and developing relationships does involve a certain amount of risk that you’ll end up hurt, but it is only through taking that things can happen. It is also hard at your age to uplift and love each other endlessly, especially if the other don’t have the same goal. It sounds like you do have people that you spend time with, though the relationships aren’t at a depth you desire.
I’m not sure what to suggest, maybe some counseling. Maybe focus on some other important aspect of college such as your studies, research, volunteer work that might give you another arena for satisfaction.