Is it normal to be someone so lucky but unlucky at the same time?

Well, I feel my life has been a long series of unluckiness and contradiction for a long time. I'm 20 years old and I think i've got alot going for me in life; I think i'm attractive physically, healthy, intelligent, nice, ambitious, maybe a little socially awkward and nerdy at times but overall good. I feel i've been blessed with many good things but I still feel very depressed, unhappy and lonely often. I feel my unhappiness mainly revolves around my social life. I don't really have anyone I feel I can talk to about these issues in particular, because they seem complicated and I don't feel like anyone can relate to them. I feel different from most people in a conscientious sense because I guess I don't see the world like most people seem to (most people my age seem to be mainly present hedonists, suck ups, obsessed with popularity and image, arrogant, and really just fake and ignorant, almost moral-less nihilists I hate to sound mean but it appears to me to be the truth.) I feel my disdain roots from my lack of conformity as well. I never was one to really conform or ingratiate others to gain friendships. I feel like my nonconforming tendencies have caused me to be socially isolated at times as well. at times I feel like my social life is very feeble. I have a couple close friends from high school, but most of my friends I have made at the university for the last couple years don't seem to last or the "friends" i have made lately seem to be just opportunists and associate with me only by necessity. I grew up feeling proud about my good qualities, and proud thoughts were reinforced by my parents. But now I feel enslaved by my pride. Sometimes i think I know the answer to my problems very well but It's almost like i feel too "proud" to accept that there is a happy solution to my problems. I also don't understand why I have had such bad luck with relationships; I've had a couple but they were mediocre and short. last couple of years I havent seemed to find a decent girl that I feel is good enough for me (Am I too proud? picky?), even though i'm always telling myself that she doesn't have to be perfect, but when i meet girls that seem interested in me, i don't feel interested in them; and it works visa versa, (i'm interested in them but they are not interested in me) etc. I feel stuck in my ways, and pretty sure i've been fighting depression on and off for many years now, I have been able to relieve the symptoms for periods but then I end up falling again to the same anxiety and apprehension i've grown almost accustomed to expect. I know this looks like a complicated mess; It really is. I try to be grateful for what I have but I still feel a void. In essence, I just feel like luck is almost never on my side when it comes to social issues. But Everything else in my life seems to go much more smoothly. I just want to be happy. I can't afford a shrink maybe you guys can help me. Thanks for reading.