Confidence, my boy, Confidence! You have to be yourself, dude. Just be honest with yourself and own your emotions--of course this is easier said than done, right?
The one thing that is worse than feeling sad/depressed/anxiety is not feeling anything at all--because that's when you knew you are dead. numbing your emotions with drugs is no way to live. Emotions are extremely important for both you physical well-being and mental health. So by for understanding (and accepting) your emotions as a vital aspect of your biological response system, then you are better able to rationalize your emotive state, find the underlining situation that has caused you to feel that particular way and just adapt to life. Overtime, you will come to recognize your emotions and allocate appropriate times to deal with them.
Correct me if I am wrong, but it seems that you are highly concerned with pleasing others. I mean, having to constantly interact in a social environment, in this case heteronormativel dating scene, where you know by natural default you are only a marginal actor because of your sexual orientation must carry a heavy burden on your psyche--I'm sure you feel you can never truly relax and be yourself. You need to focus on you, not being best friends with people you consider your acquaintances. Because, in order to truly be a friend to anyone, you must first be a friend to yourself and accept you for who you are.
Don't turn your back on your people--give the gay community a chance! I would recommend finding some type of gay-friendly recreational sports league or some local gay-friendly environment that would allow for the opportunity to meet other gay men with interests to yours. This would provide a platonic setting (not everything needs to be sexual) for you to meet some new people to combat the loneliness. You would be surprised how much the gay community diverts from the "conventional" gay stereotypes.
You know straight men (just like women) can never give you what you want, so why waste the emotional energy. A friend once told me when I asked him why he also go for straight guys, "because I hate myself obviously". Aside from the melodrama, he explained that he went for straight guys, who were totally cool with gay men but just not gay, because every time he knew that it would never work out in the back of his mind. I was shocked by his honesty and naturally asked, "so you just set yourself up for failure!--why?" He replied, "I told you, because I hate myself.
Oh and on the topic of unsolicited attention from the opposite sex: I would just take it as a compliment and leave it at that. We all have a tendency over analyze any type of flirtation, especially if it unwanted. However, once you realize it's just all fun and games, then you can just have fun --as long as you don't have any malice towards anyone.
I definitely empathize with you though. Being in those (awkward, terrifying and exciting) limbo years post-college and emerging adulthood myself, I can tell you it is not an easy transition at all. Sometimes I feel like I am on the verge of going insane. With that said, you are doing a good thing seeking professional help again. If anything it will lend a different perspective.
I wish we could speak some more about this, but how much more can you bare in a public forum--that's why the shrinks get paid the big bucks, right. Good luck and god's speed, the worst is already over. Here a Good Luck Charm for you: I once read something on a popsicle stick that really struck me: "Be yourself, because everybody else is taken." It was definitely worth at least a therapy sesh or two.
Most importantly, the glass is always half full.