When it hurts very deep you don't complain! Trust me. You simply walk away in silence. And, it is in these moments that you realise that Allaah has actually not planned for you a comforter in this Duniya. Perhaps, HE wants to be the only One comforting you.
As a believer, let this reality not hurt you so much that it reflects in your behaviour towards others. Let not what hurt your feelings pass through your expressions to others. When you feel you are all alone and this Duniya only waves at you from afar and displays its continuation of the Journey - remind yourself that, you too are on a journey towards Aakhirah. Make Dua - tell Allaah you feel lonely and ask HIM to make this loneliness HERE, a means to be recompensed with a lonely togetherness in Jannah, with nobody but HIM.
When you feel very lonely, when you see that you have always been so - make a wish for a lonely meeting with Al-Wudood in the Gardens where rivers flow. To tell HIM that you waited and that you are now content.
إن شاء الله