Yes, I do worry about this an awful lot. I'm in exactly the same position as you @Fatfreefatball no children and no siblings.
I really do dread what my life will look like as an elderly person. However, something I do take a little bit of comfort from is the fact that we are not the only ones who will have to deal with this situation, nor are people not dealing with it right now or in the past.
There is a growing body of work around what is known as 'solo aging'. The key name in this area is Dr. Sara Zeff Geber. She has written a book, and if you search her name on YouTube you will find many interviews and podcasts etc where she talks about solo aging. She is American, so not everything is relevant to the UK (assuming this is where you are based) but I still find her advice and ideas to be helpful.
I would also have a look at a channel on YouTube called Positive Aging Community (username ProAgingNetwork). Again, it is American based, but they often talk about solo aging and I find the discussions to be positive, practical and solutions focused rather than gloomy.
Like you, I have also looked at retirement villages, especially those which offer a continuum of care. As you note, they are very expensive, so that's something I am trying to financially plan for (I'm quite young still so have a bit of time to work on this).
I've also been thinking about the kind if services that might be available to me should I become unwell in the future. I would like to get involved with my local hospice (volunteering, raising funds etc). I've also seen that you can volunteer with Marie Curie as a 'Companion Volunteer'. These are people who provide emotional and practical support to those with a terminal illness. I'd like to think of this as 'paying support forward', and also I just genuinely want to help others especially those who, like me, don't have much or any family support to fall back on.
Also, I think there is a lot to be said for just trying to be a nice person and being a good friend to others. I think that if you are a thoughtful, kind and helpful person, there is a good chance you will attract the same kind of people into your life.
I hope this helps a little. I know how scary it is to be in this position. You are not alone, even though it may feel like that sometimes. Best wishes to you and your partner x
Edited to add: On the subject of loneliness and depression, again this is something I worry about, but I think the best way to tackle this is to have plenty of hobbies - both which can be done on your own in the home, and that you can join groups for.