Right now I’d major in something that you like, and not worry about how other people will judge you. As someone said above the key is for you to be happy and if taking history classes and writing will do that, then do it. You’ll do a lot of reading, analysis, writing in those classes. History is a popular major for law school, or social work, and I met quite a few of them while at business school.
Good idea for students to have direction by requiring a declared major. I’m sure changes can be made. The further you go in math (son’s college major eventually- declared by graduation date) the more you need to love it and do very well in it (not just the level we science majors can do). Definitely time for that career advising center testing for aptitude and interests, anything else they do. Having a few extra math classes under your belt is fine but you get deeper and deeper with the upper level classes and you need a passion for it to survive.
You are multifaceted. Use internal factors to determine your path. Using perceived external factors may not work and you could be miserable many decades.
I am late to this thread. I am glad you are going to see a therapist to help you figure out what is going on, whether you are depressed or homesick or just unsure.
I am going to suggest that it isn’t so bad to want to come home and live at home in the place you grew up. I grew up in a small town where people were not very well off. It was not unusual at all for kids to live at home while they worked and went to college. That was the norm. Going away and seldom seeing your family was unusual. The same holds in other cultures. It isn’t unusual for kids in other countries to live at home while they go to school.
A few years ago I asked a young man where he wanted to go to college. I was just making conversation. His answer was “I don’t know, but somewhere here in town. Everyone and everything I love is here.” Maybe you are like him.
Nice quote, @lizardly. Sweet way to start the day.
On the one hand, life is too short to be miserable if you have other reasonable and good options. On the other hand, if you work with the therapist to address your symptoms, choose a major that is more interesting for you, and get involved in activities where you would have more options for socializing outside the “party” scene, I personally believe that path would provide a better opportunity for personal growth. If you can find a way to make yourself happier at your current school, you might feel a lot of satisfaction having chosen that path. Working through the discomfort can be very transformative and empowering. However, there is no wrong choice here. You seem like a great kid and I wish you the best.
LIzardly, our town is like that too, hence the similarity in our opinions 
Two of mine did go to residential colleges, but one was home and is now in an apartment with a friend nearby. Different strokes…
OP, I can’t tell you how much I wish I had embarked on real therapy and treatment for my intermittently crippling depression and anxiety while in college. I think it would have made a huge difference to the rest of my life. Please do not be put off by people poo-pooing it and telling you you are just homesick.
I would suggest that you stay where you are and explore diagnosis, therapy, medication, and lifestyle changes with the support of a good counselor. Changing your major to something you actually enjoy and have talent for should not be dismissed. A person with good writing and analytical skills PLUS math/stats skills is definitely employable!
Best of luck.