Nick, I think people here have made some excellent suggestions. As someone who has suffered from several severe attacks of clinical depression, I strongly urge you to get help. Depression goes through cycles, just like other illnesses. If you're feeling worse than usual, it's appropriate to go back to therapy. (I've gone back several times over the years.) Also, have you ever been on an antidepressant? I really believe that antidepressants have saved my life. And if you have any kind of social disorder, the meds should help that, too. Talk to your doctor about it.
I also think the suggestion of volunteer work is a good one. I know from experience that when I'm down in the dumps I tend to focus on myself too much. Going out and doing something for other people really helps you to see outside your own limited circle. It's also a great way to meet people with whom you might have a lot in common.
I made most of my post-JW friends when I was in college. It took a while, because when I started I was a 31-year-old freshman, and most of the people in my classes were 18 year olds. But I persevered and went out of my way to befriend older students in my classes. That was 16 years ago, and almost of all of those friendships have endured to this day. I've also made a lot of friends at my various jobs. As a JW, I was shy and retiring and socially inept. I found I had to make a real effort to overcome those tendencies. I'm a different person now--outspoken and extroverted. If you work hard at it, you can change this aspect of your personality. Heck, I went from being a teenaged girl who was afraid to talk to boys to an outrageous flirt! If I could make the transition, anyone can!
It takes time to adjust your attitude about "worldly" people. But in time you'll find that there are a lot of exceptional, lovely people out there and that they're much better friends than any JWs you've ever known. Give them a chance, and reach out to people. You have nothing to lose by doing so.
Good luck.
Julie