I absolutely know how you feel, I've moved from 8 different schools and I'm in my 9th at the moment. I've never had a true best friend and on top of that, I'm the only child! I don't have problems with making friends and I have a bunch of "friends" but not a true friend, and I've gotten depressed about this many times, but I keep praying to God, because Jesus should be our closest friend and the Holy Spirit is our comforter, so whenever you feel lonely just call out to Jesus, and there's a bunch of us out here so if you need to talk, I'm free and I'm sure a lot of us are too.
God bless ya!