We all long for things we don't have. It's human nature. And the people that have those things probably long as much for other things. In the end everybody's just improvising, in their own head nobody's as secure as they may seem. Don't compare yourself to the facade of other people's lives
It's hard to write anything useful since you don't want to post details
Just... what I would say to my self from just a few year ago is... be patient. I used to be pretty depressed and lonely, because I had no relationship, couldn't make friends and had no idea how to achieve the things I dreamed of. And in the end it all mostly worked out, I met genuinely great people, forced myself to try new things despite my terrible social awkwardness, learned a lot about what actually makes me happy, found a job I would have been really envious of years before (and realized it's mostly a chore, but that's life)
But it could all have been way easier if I had just worked on myself and realized that it takes time to change yourself, to achieve things, to grow friendships or relationships. I wanted everything instantly, and because of that I actually just burned bridges and made a mess of my life for a while