I can see that you are feeling confused about what to do. At the same time, it looks like you have not yet completed your sessions with your psychologist. Generally, it may take several sessions for you to be able to overcome your anxiety and loneliness. One reason for your anxiety could be that you overthink, about what your friends think of you, It also looks like you are stressing yourself to be entertaining to your friend. Is it necessary for you to entertain your friend when that is not a part of your natural personality? When you try to be someone who you are not original, it can make you feel anxious and it also makes it difficult for you to find true friends, I would suggest you to try to start being yourself, the right friends will stay with you.Y ou may also find real friends who are attracted to your true self or personality and not what you were trying to be.
Hope this helps you,