Matdom, I think you're over analysing everything, in the sense it sounds like you've got several ideas going round in your head that something should be a certain way because that's how you think it should be for everyone. You can't take on all of the things you've spoken about all at once. Try figure out what stuff in life has made you happy. For a lot of people the summer weather helps to lift spirits, is there some decent parks nearby to get out in the sunshine? Do you like comedy, sometimes a good stand up comedian can help you laugh at life and not take it so seriously. If you can find the irony and funny side of all sorts of things and realise well, thank blimey I don't have that issue to deal with. You're not old at 40 anyway, still tons of time to do so many things. As you've said you're looking for some volunteer work so that sounds positive as this could help with a sense of purpose if that is something you desire. I think the work thing is the key, since a lot of the other stuff will flow in time from having an income, work colleagues to converse with and / or socialise with as that can lead to making new friends. Have you considered getting a pet, ideally a dog? Not for everyone but pets, especially dogs are very loving and having a dog to walk forces you to get out and about, meeting other dog owners whilst walking or dog training classes. Once you're working you should make a point of treating yourself to setting aside some time each week that is your time to do what you want to do. Don't wait for someone else to suggest some event and invite you but instead make whatever you want that event to be happen because you chose it and if it means going by yourself then still do it. Others you speak to at work or where ever when they ask what you've been up to you'll have something positive to talk about, and sometimes it might come up in conversation prior to something you have planned and you might want to invite the person or persons asking. If people get to know you as the outgoing type they'll be more interested in striking up a conversation with you as they'll be more interested to find out what you're up to next. You're in a good location for variety of things to do, culture, museums, architecture, people, scenery, jobs, the arts, food, pubs, nightlife, live music.
I just think things have built up for you, maybe you've had too much time to dwell on things whilst not having a job so I think you should try and shelve some of the other desires for the time being and concentrate mainly on finding work and then making some time to do some stuff you enjoy. I think in time you'll then end up thinking about stuff less and just getting on with doing what you want to do.