Hey @fritzz and welcome to the SANE Forums!
Loneliness can be so consuming... We can hear that you have made efforts to try and socialise with your gf and their friends, but you feel like you just don't quite fit in with them. It can be hard and intimidating going into a group of people who are already friends and trying to find a place within the group, but putting yourself out there deserves some acknowledgement!
It's not good to hear that the loneliness is impacting your relationship. We wonder if you have tried to speak with your gf about the loneliness you have been feeling?
Making new friends can feeling really daunting (because it is!) and it can be hard to know where to start. Making new friends sometimes means putting yourself out there more in social settings (like joining a sports team or attending local events). I acknowledge that this is easier said than done, so try and take small steps! This resource also has some other ideas: How to connect when you feel alone - The SANE Blog
You could also try and make some friends online through the SANE Forums here (although remember to keep it confidential!), other online forums/ social media or through gaming - if that's something you are interested in.
Take care!