Thank you for reaching out.
I personally have experienced exactly what you are feeling. For me I was and still am (new here) very hypocritical of myself and so confused about why I tried so hard to make friends or even to just get people to like me and want them to just give me a chance.
For me I ended up highly masking ASD and ADHD so I actually didn't understand the verbal and social ques. I often overshared or made people uncomfortable without knowing. So I understand the thoughts and feelings or rejection and social isolation with the impact on my mental health but to keep in mind, we all are still individuals (I'm not implying you might have ASD or be neurospicy).
Following is drawing from my experience and interpretation of your post, and what you many be going through to some degree.
With self criticism especially when we compare to others and having difficulties to make connections, the thoughts tend to be "punitive" and "guilt inducing" until we start to truely believe it from repetition of experiences. Then we can't seperate the beliefs from our inner monologue anymore. One technique/express is the (unhelpful parrot). We need recognise the unhelpful or distressing thought or feeling sit with it (almost like a seperate unhelpful parrot on our shoulder) and our wise adult self can acknowledge that it is unhelpful and why we are feeling it, but understand how it is unhelpful. So we can try again or keep going.
Have you heard of Schema therapy? As an route to look into with group or private therapy it is around those core beliefs. Lots of psychologist usually mix it with CBT.
Do you have social anxiety or tend to overthink? If you do still don't give up and keep trying to reach out. I was in therapy for discussing depression and anxiety and how we need to first be uncomfortable to become eventually comfortable with long term goal vs short term gratification (Neuroplasticity impacted by Behavioural Therapy - CBT).
If you don't have social anxiety keep trying different Community DnD, MTG Warhammer, online groups.
I also love DnD, and Warhammer. Only hard part is my group played it for 6-8hr sessions once almost every weekend and I couldn't commit as I was burning out with work/life/everything balance.
Apparently if you find the right group there is data evidence it can improve your mental health, as it is psychosocial connections and behavioural activation to help break the cycle of Depression.
There are some great friendly groups out there sometimes you do have to travel a bit out of your immediate community area to find the right fit.
Also ONLY IF U FEEL UP TO it does have to be right away.....
If try to a few places and you still don't feel accepted, before you go ask the person you feel closest to in the team or the dungeon master for their honest opinion.
You could say you didn't feel comfortable or welcome here but you just want to know, do you tend to do anything that makes people uncomfortable (too competitive, ridgid with rule book, awkward) or is it something you say?
Just to give you piece of mind. So you at least getting answers not wondering or "mind reading" and ruminating.
I hope this helps and sorry for the info dump. As I said you're not alone in how you feel, and there are so many people that don't know how to connect that want to.