Don't understand myself.. help!

This is my very first post on here , I've tried everything to help my depression and since none of it was working I figured I'd give this a try.

Just a little backstory about me, I'm a student who is constantly under a ton of stress with assignments/deadlines and currently have a boyfriend.

I have concluded that I cannot be alone, which I believe is one of the reasons why I'm still with my boyfriend since our relationship really isn't all that perfect, and I'm pretty sure he's in it for the same reason. Idk why but I can't be alone without crying or being depressed. I've suffered from depression before and I thought I overcame it.. but now whenever I'm done hanging with my friends, who have no idea about this because I'm the happiest person around them (not pretend, i really do enjoy myself in hangouts) , and get to my room to be alone I start crying and contemplating what my life is even about! And then I start getting motivated to figure out WHY I'm even crying so I start fixating/obsessing/ and even self pitying myself to try to figure it out. Its more than just being down in the dump sometimes.... it's driving me insane because I KNOW i'm not crazy but i cant seem to figure out why i'm feeling so lonely/sad.

Long story short, i just cant understand myself. I don't have anything figured it out it seems, even simple feelings like do I like the color green. It's like I am not even a person with likes or dislikes anymore... I don't know who I am. I feel so LOST in every definition of that word.
I consider myself an extrovert for that reason because I love hanging out with my friends and being around people all the time because i dont think about any of this or get depressed... but crazily enough, I start WANTING to be by myself sometimes during hangouts, so I cut them short to be alone, only to be depressed... it's like my way of recouping. I feel so lost and confused and notclear with any of my feelings. Please tell me what to do, besides seek counseling. I have tried that as well and it did not work out for me.

Often times when people are unhappy being by themselves and happier with other individuals rather than being alone, it is often because they are not happy with themselves in some way. In this case, it might be important to try and "find yourself", do a little self reflection and discover who you really are, what you like about yourself and what your strengths are as a person. This might help to improve your self esteem and how you see yourself. The most important thing is to like yourself enough so that you are content being by yourself, as well as with friends. If you don't like yourself or have self esteem issues, than it might be very hard to be alone, which can be triggering your depression. It sounds like you might benefit from doing things that would improve your self esteem or finding a hobby, interest, something you enjoy doing, and take that up. Also trying another therapist other than the one you saw, might be able to help you better. Sometimes you have to go through a few therapist to find one that is most helpful in your situation. Take care
-Dan