welcome to beyond blue and good for you for taking the plunge and posting.
parts of your post resonated with me, and depending on space I might write about this. But the first I want to mention to you is that you said that you want to be a health professional but cannot look after yourself. I am doing a counselling dip. at the moment, and have put a Bth on hold. I was talking about this with some BTh lecturers and the one comment that sticks with me is that having a lived experience means that you can or will have a greater understanding of what someone is going through. I think this would apply to you as well.
Now, I was having sleep problems as well, which for me contributed to my feelings of depression and anxiety. My psychiatrist asked me if I was familiar with sleep hygiene. I was not, and she gave steps to help stay asleep. That and other tools from my psychologist to empty my mind before sleep.
What are some things that you like to do? Perhaps there are some clubs or groups at Uni you could join to overcome those feelings of loneliness. Personally this feeling you speak of was something I felt when I moved from a country town to the big city to go to Uni. It takes time to build relationships, and everyone builds relationships at different speeds.
And before I forget, are you able to contact student services or the Uni counselling services to discuss these problems? They might be able to give you ways to resolve these issues or point you in the right direction to get help.
I hope you will come back and chat some more.