So freshman year I was miserable and had to deal with a lot of things both at school and at home. I wanted to transfer, but my parents told me to give it another shot. So here I am in my sophomore year and I am more depressed than ever. I am mentally unhealthy. I tried to go to counseling and it really did not help me at all. I am trying to put myself out there more but it seems like no one truly wants to be my friend. Everyone has their friend groups and seems to me that I am also on the outside of these groups even though I try to put in a lot of effort. I also feel like this is starting to have an impact on my academics as well because I have little to no motivation to go to class or do work which rally does suck since I do want to go to law school. My parents told me that since I am this unhappy I can transfer after this year, but I do not know if I can two more semesters of being lonely and always feeling like an outsider. I don’t know what to do and all I want to do is cry all the time and as much as my parents are trying to understand what I am going through, they really don’t know how depress I really am.
How long did you go to counseling for? Would you be willing to try again, maybe with a different person? Your school’s counselors will be well versed in this and they are trained to help you.
I also spent most of my first two years horrifically lonely and I really feel for you. It hurts to feel alone. However, consider this: there have been tons of these threads since August, when most students started school. You are not the only one who feels like they’re on the outside looking in. If you can find some other people who feel that way, you’re golden. 
Even if not, there are people with existing friend groups who will be willing to expand them. Have you joined any clubs or volunteering opportunities? Gotten a job? I’m in one club and one volunteering opportunity and have made a couple friends and a lot of friendly acquaintances that way, and even friendly acquaintances can help loneliness sometimes.
If you want to chat feel free to message me. I’m a junior ChemE major at Penn State.
Please try a different counselor, and go right away. Explain your feelings as you have done here, because I think it is urgent that you see someone. Ask it the psychiatrist can evaluate you, as it does sound as if you are depressed. And I think after a year, you have given this college a fair shot. I would complete the semester and find a different college to transfer into for either spring, or next fall. Having said that, transferring as a spring admit can be tough, so maybe take a semester off to work or take classes at your local cc.
Investigate your transfer options. It will help you feel in control. Use your desire for change as a motivator. It is hard to transfer without good grades, so force yourself to study and work hard.
Please know that you have company. There are so many posts on this forum similar to yours. You aren’t alone, even if it feels like it. Does the counseling center have a support group? Ask. Try the multi-faith clubs, which tend to be very welcoming and inclusive, even to those of no faith. Or try a club where you are learning to do something fun and they always want people to join, like ulitmate frisbee. Maybe look for another student on his own at lunchtime and ask if you can sit there. Best of luck to you, and please remember, there are other students who feel like you. You will get through this.
If you are really depressed to the point that you believe that you cannot cope with staying at your university, you can give consent to your counselor (if you have one) to contact your parents and tell them how ill you are feeling. You may need treatment in addition to figuring out what you want to do.