No one can make you feel anything. You are responsible for your own thoughts and feelings in a situation.
So, if it seems like someone is 'making' you feel a certain way, what is actually happening is that there is something that person is doing - a way of being, an action, a way of communicating - that is creating a response in you. Right now, that response is to think a thought/feel a feeling of being alone.
You need to identify what actions create that kind of response - and then examine how you can have a different response. Is your response legit, or is it influenced by insecurity, fear, distortion, whatever.
Another way to ask yourself that is, "what would not feeling alone look like?" - how would that become a reality, for you? Don't think about what you want him to do. Think only about what you want. Example: I never felt really physically connected to my ex. I thought the answer to that was he needed to touch me more. Actually, the issue was, I didn't want to touch him. Not because I thought he was gross. Because I thought that if I initiated it, it wasn't as meaningful. I was looking for him to validate my being in his life through physical connection. That;s not his job. Then, I figured out that actually, when I touched him, it didn't feel like anything came back. And after looking at it with pretty clear eyes, I felt confident knowing that I was understanding it correctly. He was very physically shut down. I don't want that in a partner. And that makes it time to go elsewhere.
Don't know if this helps. Just, it's important to pay attention to how you can work with YOU - kind of like, how you don't feel alone when you are with yourself. And then, see whether there's something you and he can talk about to make things better.