Your story struck a chord with me, I went through much the same phases as you did and even in the same age ranges. I have made great progress with myself and learned a whole heck of a lot about my own interior and I can point to you to where.
Everything that hurts you, haunts you, and brings you down are your own thoughts. Thoughts are the most fleeting thing we experience but we often mistake them for who you are. Your ever-present thought stream does not have to be taken as truth! I'm guessing you've heard the meditation suggestion before, and I'm guessing you're me and you assumed that it was a simple-minded approach that maybe worked for simple-minded people, but I think you should give it a try. You must learn to feel the divide between your aliveness (your life) and the thoughts that you mistake as your own reality.
Forgive me, I'm trying to compress volumes of information into a readable reply, and that's impossible =)
You like philosophy, and the first place philosophers often dive into is their own minds. To figure out their own interior space. I read a highly philosophical book that changed me life forever. Completely upturned what I thought "life" was. Here is the name of it:
"A New Earth" - by Eckhart Tolle
Read some reviews and you'll see the gist of what it's about, and how it has so many people, including me. The whole book is about that mental divide I wrote above.
You desire to be more confident. How do you define confident to yourself? Would you agree that confidence is a calm, relaxed, decision making? Relaxed meaning your mind isn't attacking, defending, destroying, questioning. Those damn thoughts again! If you can learn to trust yourself, you will make your decisions with poise, and while your thoughts may still try to creep in and destroy, you will have learned to disregard them and they go away like absolute magic. It can be a miracle to you.
You have been blessed/cursed. You seem very smart and that blessing sometimes turns on you. But if you can learn to see this "thinking" entity for something external to your true self, something much much weaker, it cannot possibly take you over, because you've created a separation between the bad thoughts and your life. You are now confident.
Think about what it means to be a human being. You can see, hear, taste, touch, smell. You can look at the world for 1 second and your being automatically paints a picture that becomes reality in the mind. It's such a powerful, unknowable "thing" that makes you a human. You can look at table full of objects and pick out, for example, a pencil sitting there. You don't have to think any thoughts it just happens. Consider how much of your life is simply automatic, instinctual, divine, and fascinating. Now consider how the thought-stream is so tiny compared to the totality of consciousness. It really is nothing. It's radio chatter in a life full of sensory explosion and intelligence. Thoughts are not you! There is so much more to you and you have to learn to live in that gap, just outside of thoughts but close enough so that you can use them if you need to use them practically. Like to do math, make a decision, assemble something. But even this will be with a fresh, clear mind. Not one worn out from the constant abuse of cyclic, impulsive thoughts.
This "way of life" is nothing new, it has been around for thousands of years tracing back to the origins of Zen. I truly, truly, feel that studying these concepts will change the way you look at the world and yourself, and see what's real and what isn't.
The aformentioned Tolle book is, in my opinion, the best intro guide to the way of life, the new consciousness. BTW I should mention that this is not a religious book (although the author occasionally touches on the teaching of Buddha, Jesus, etc.) so I'm not trying to force anything upon you. But it all really helped me and I'm a dire skeptic =)
Good luck, and
Namaste
