Thanks for the reply.
Well, from the life history you have narrated to me , it seems that you have developed Social Anxiety and Depression , over a period of time, and please do not mind my saying this , but i need to be honest here , i think because of your elder sister running away at a young age, and you being the youngest child of the family , your parents have become overprotective of you, because probably they harbor a fear that in future you may also abandon them like your sister did , that is why they have been strict on you and have not been supportive of you making new friends.
This may come to you as an odd surprise , but this is human nature and a kind of defence mechanism we people adopt to protect ourselves from any sort of future hurt and probably your parents have also adopted it and unknowingly , unintentionally they have been hurting your sentiments , by not letting you live your life with freedom and on your own terms.
The basis i have for my diagnosing you as someone with Social Anxiety, is that ,because over the period of time you have developed this fear and apprehension about being noticed and judged by people when ever you are in a public surrounding , like you have mentioned girls get to know immediately that you have got no friends , the moment they see you and as a result you end up being self conscious and try to be inconspicuous and just move away out of the scene , thinking , in fact believing that they have shunned you away. Actually , it is the thought of rejection that comes to your mind , before you approach people for friendship, that is , you feel , what if these people would reject my offer of being friends with me, that would add more hurt to me , and so in the end you decide not to approach. So that is why i feel you are suffering from Social Anxiety AND the fact you have developed depression is quite understandable from you feeling low self esteem , low mood , being self critical , having negative thoughts , etc.
However, i believe your Social Anxiety and Depression can both be treated , but you need to make a certain changes in your life , and being an adult you have got the right to take your own decisions and it is high time you have a Calm , sensible and warm talk with your parents , and let them know, how lonely your life is being alone , how striffled you feel when you find no one to talk to, try to give them reasons and explain your need to go out and meet with new friends , also give them assurance that you understand their fear of you abandoning them , but tell them that such a thing is not going to happen and you love them a lot. Overall , i would say you need to vent out all your emotions , your angst that have been harboring for so many years, but when ever you do so , keep one thing in your mind , please try not to hurt your parents , and choose a time to have this conversation when they are in good mood.
I firmly believe, that since your parents love you a lot , they will understand your point of view and the emtotions that you have been keeping within yourself all these years , and they will let you have your own space in life and the freedom you deserve. It is just that you need to take a step forward in this direction, and everything will fall into place.
Besides , this, for your Social Anxiety and Depression , i would suggest you consult a Clinical PSYCHOLOGIST / PSYCHOTHERAPIST , who would start you on Psychotherapy ( counselling in lay terms). The best Psychotherapy for Social Anxiety and Depression is Cognitive Behavioural therapy ( CBT), this therapy will take care of your anxiety as well as depression, and the use of any anti depressants drugs , thus can be avoided as of now, however if this therapy does not come out to be as effective in your case then the therapst may start you on an anti depressant, but i believe , that the therapy will work just fine for you.
I wish you all the best and i hope you follow my advice.
I hope my answer serves your query according to your satisfaction.