There isn't much you can do about feeling lonely, except find some friends to smoke with, or get yourself a S/O.
In terms of the paranoia of smoking wherever you are, there are a few things you can do.
Go for a walk in a secluded area and smoke up, get nicely toasted and then go back to your placed an relax.
As pole driver said, get a vape, there will still be some smell, but if you positioned a fan blowing out your window and positioned yourself infront of it, it would get rid a lot of the smell.
There is the old dryer sheet method. Small bong, small bowl, rip the bowl in one and blow it through a tube with some dryer sheets. Never personally tried, or had to try it, but I heard to some degree it works. Though all in all, even if you still do any of it, there is still going to be that lingering thought in your mind that there still may be a smell. So I reckon your best bet would be to smoke outside the room and chill inside it. If that's your perogative.
Sounds like you're just going through a bit of a blue time. So smoking as enjoyable as it can be, just isn't giving you the same enjoyment as other parts of your life aren't in sync. Maybe look at getting some activities going, getting out etc... Cannabis enhances thoughts/feelings, if you feel good, cannabis has the ability to enhance that. If you feel lonely and paranoid of getting caught, cannabis will also enhance those feelings... you get the drift.
Hope you figure it all out OP.