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To begin, I do not think that you are mad, nor is having imaginary friends a sign of madness. In fact, most children naturally pass through a phase whereby they create friends to interact with. And while most give up their friends when they pass through to adulthood, some will hang on to those friends, particularly when they are in need of comfort.
Having said that, I will add that I am concerned about your social withdrawal and feelings of emptiness. These are signs of depression, and need to be evaluated. I wonder if you began with the friends because you were lonely or depressed as a little girl (perhaps traumatized in some way?) and needed the flight of imagination to escape the dismal world you lived in. Now that the depression seems to be back, you have resorted to an old way of coping. Unfortunately, as an adult, this means of coping is making you even more frightened and depressed.
My overall advice is to get the depression treated, and I would bet that your "need" for the kinship with your mates will diminish over time. As you begin to feel better in reality, you will need the reassurance from the imaginary friends less and less. If you are satisfied with the response, please hit "Accept." That is the only way I receive credit for my answer. Thanks-