I've been diagnosed with social anxiety and autism, and specifically began drinking as a way of coping with that.
I've tried therapy, Klonopin, exposure therapy, phenibut, kratom, weed, SNRIs, etc. But nothing comes close to being as effective as drinking was. But unfortunately drinking to self medicate isn't very sustainable in the long run.
For me I've found that my loneliness stems mostly from isolation and the anxiety I feel in certain social situations where my autism and awkwardness is most apparent. And so for me I've just been trying to get out and do things in public alone but around other people. Or with other people but avoiding situations that cause excessive anxiety. I also do things in steps to help familiarize myself with things before doing them all at once or in a group with other people. I also like to get places early so that I can relax in my car for a bit and work through my thoughts.