I don't want to feel and be alone anymore... What can I do?

So, yes, I have major depression and take medication everyday, three times a day, but it still isn't solving this perpetual loneliness. I am still in high school, and the funny thing is that I feel incredibly lonely, even in the midst of people. I feel like there isn't anyone that wants to listen to me at my school, so I just go home and waste time until the next day. And note: I'm also afraid and become anxious with abandonment and rejection. Please, someone help me.