OP, would it help to think of life in terms of different types of 'friendship'. I find people who struggle with friendship (I have been one in my time) often think of it as quite an intense exchange that has a great emotional connection and soul-sharing.
Instead, try to develop some new types of social interaction:
-acquaintance. Start seeing casual interaction as valuable in itself, rather than failing because it doesn't develop into closer friendship. This covers anyone who you are on good terms with where you can enjoy the lightness of the relationship. Go to some keep fit classes, do a sport, yoga, aquaerobics etc and just enjoy being in company and having a mutual giggle occasionally when it's a challenge. These might not be people you see at any other time of week, but it's a healthy exchange for that hour or so. Doing an art class, as you suggest, could be a really good example of this. Learning a skill together is a lovely ice-breaker.
- one-offs. Go on a Meet-Up walk or dinner. You meet people and chat to them. They may never turn up again, but it's still fun. I had a lovely walk with three complete strangers before Christmas. Meet Up is really good as it means you can increase your hobbies without needing friends to join you. They go to the theatre, for lots of hikes, to galleries etc. Just sign up for something you fancy in your area. Lots are free. Some are a few pounds. They even had some good Christmas day activities planned. And you meet all sorts of people.
Maybe try a hobby which in itself creates close contact with others. that way, whether you become friends or not, you still get some of the benefits of close friendship. I'm thinking about things like acting classes, creative writing - anything that asks you to open up a bit and show what's beneath the surface. You can end up feeling very close to people and affectionate towards them even if you aren't friends.
If you don't have one yet, could you get a dog? They are great companions, give you some one to care for and love, and will love you back. They get you out of the house and chatting with fellow walkers.
Would you be interested in volunteering in a way that develops a relationship with someone else. Either as a befriended of an old person, a helper to enable SEN people to have nights out or a supporter of a new mum through Homestart. Again, it's not friendship and doesn't have to be, but it's valuable human interaction and you sound like someone who values that.
If you really want hobbies that don't require any contact with others, the best is reading. Lose yourself in imaginary worlds.
You could get an allotment. Making things grow is so therapeutic and uplifting.
You could look at crafting hobbies - quilting, embroidery etc which you do at hime alone and are very absorbing. Quilters have conventions all around the world so if you wanted to have some contact with others, that would be the route in. Again, no friendship needed but you would find companionship with like-minded people.
Finally, since you sound like you do care about the lack of friendship, have you been to a counsellor or even to one of those social interactions workshops to learn what signals you are giving off that keep people at a distance.