OP it is really difficult, and some moaning and anger is normal for them- if they are teens, they aren't getting to be proper teens and that's frustrating!
However, there is a lot they can still do. I encourage mine to think about what we'll do when it all opens up again, make plans for future college or uni, what vacations we might have and so on, and just pitch this as a necessary evil we all have to get through til then. I don't mean fantasy stuff, but they aren't at high risk themselves directly, so if the pressure comes off hospitals and the death rate falls, then they will be the best positioned of anyone to get out there and live interesting fulfilling lives (unlike their overweight over 50 mum who might get covid and longer term effects!)
Practically- they can still meet one friend and go for a walk, cycle, jog, mooch about the park and so on. Mine have been doing that for months, after a lull in the first lockdown, so we are just going to continue sensible one on one contact (they have to be old enough to do this, but old enough could be 12 upwards, no?) Walking anyone's dog?
I know it's not ideal, I'm not that thrilled my social life consists of trudging round in the freezing cold with an equally cold friend either, but that, plus phone calls/zoom is better than nothing.
Structure your day, model taking exercise and eating healthy, get takeaways and have a movie night as a treat, get them back into their interests (one of mine is crafty, the other socializes a lot on Zoom), yes, it's not party central but all that time with family might have other benefits (like they aren't out doing illegal things for starters, this is not a joke, some of my children's friends were getting into all types of trouble recently and lockdowns do put a stop to that).
Get them help through school, websites, local mental health charities for teens, or even therapy online if they are struggling, or contact their GP, again, you might think there's nothing out there and whilst the provision isn't great at the severe end, if you have a mildly depressed teen, there's stuff you can do.
I don't want to make out we do all this stuff all the time, and are happy about going back into lockdown, because we are not. We are resigned to it, though, making the best of the situation we are in, and looking forward to the party central that's coming...