Many, if not most of us, have been through what you are describing. This has much more to do with being 15 than it does with being gay. I'm not saying that to trivialize your concerns, but to offer hope that you'll be able to deal with this.
At your age, emotions can be overwhelming, and the ability to make sense of them doesn't arrive for a few more years. You might think that most kids at your school seem to have more friends to rely on, and more things going on in their lives, than you do - but it's more likely that most of them feel much the same way you do. While you might feel, since you believe you are gay, that all the other kids have the opportunity to be intimate with someone, but you do not - it might help to realize that most teenagers are not well-equipped to be intimate with anybody, and most of your schoolmates will complete high school without experiencing that. All that comes later, for most young people. Right now, instead of focusing on loneliness, it's the point in your life to experiment with new interests - science, history, music, literature, mechanics, cooking, gardening, fine arts...you name it. That's how you meet people and learn things.
At 15, Life is stretching out before you for a long, long way - don't imagine that to be a life sentence of living through the frustration and anxiety you're feeling now. It will turn out to be the opposite.