How do I stop feeling a void in my life

So I’ve always felt lonely and I also felt a lot of void in my life. I tried filling that void with friends, sex, drinking, bad decisions etc but I always end feeling shitty about myself and loose all motivation. I never had the right goals in life and now that I am in university and I see my peer seemingly knowing what they want for their life etc, it makes me feel even more shitty, I don’t know how to fix it. I tried therapy but the ones I could afford were really shitty and I never felt like I got any help.

Any idea how I can fix this issue