Many years ago I got a call out of the blue from an old high school friend. He told me how he had gone off to college, started drinking and partying and found himself dissatisfied with his lifestyle so he started attending the campus Christian fellowship group and decided to be a Christian. But he became disillusioned because many of the people in the Christian groups were dishonest, hypocritical, held beliefs he didn't agree with, were judgemental, etc., and as a result he was thinking of converting to Islam and wanted my advice.
I told him that although I would be very happy (duh) if he chose to become Muslim, I wanted him to become Muslim for the right reasons. I told him that he should choose his religion on the basis of what HE believed about GOD, not what the other people who identified themselves as "XYZ-ians" did/believed.
You find dumbasses (pardon my coarseness) in every religion and in my own experience (and I know I'm not alone in this) I know that no matter what group you identify with you are going to always feel like a spiritual or even literal stranger. I believe the Prophet (Peace be upon him) alluded to this when he mentioned that Islam would become a stranger (define "Islam" how you will for this purpose) and "glad tidings to the strangers".
For me, this has always been easier than it might be for others because I'm A) an introvert and B) I developed a strong independence thanks to years of teasing and bullying and generaly social-outcastedness at school attached to my "nerd" status. So I learned early on that I was never going to fit in with or please anyone, especially considering how intellectually and spiritually intense a person I am.
I'm not saying I *never* feel lonely or sad, I *am* a human being afterall, but I have accepted that I can be who I am and believe what I believe without necessarily needing intense community support for that. I have developed a more easygoing, tolerant attitude toward those around me who have different beliefs within Islam, even if I can't stand them. It just doesn't get me upset anymore because I know what I believe and I'm comfortable with that and I've come to a point where I can look at people and say "they're doing their best to get close to God and so am I and God bless them and me". I dunno, something relaxed in me when I hit my 30s, it was like things that used to be big important frustrating issues for me suddenly weren't anymore. (Does that make any sense?)
As an introvert, I also have a difficult time making friends, I am somebody who needs to have only a few really deep connections to stay personally nourished. I have two really close friends in other states/countries who I keep in touch with, I have my husband and my kids... I make my home the "community" I want to see, and then I invite others to participate sometimes.
You can also do your best to make inroads to your communities. One of my personal "issues" is that I really see the American Muslim community as in a state of critical evolution now, away from those immigrant folks and towards the native-born American Muslims. I think in the next generation (our kids') we're going to see a real shift finally from control by the immigrants to control by the natives and I think that's going to improve things a lot. This means we get to be the architects of our own reality, and it's something I'm having fun with-- inventing our own American Muslim subcultures as *I* want it to be, our own family traditions (like Ramadhan calendars-- my personal favorite new tradition I'm infecting everyone around me with) and I think if you can hold your head up high and say "This is who we are" there will eventually be immigrant types who will look at you and realize that you're making Islam work and belong in the American context and if they don't get on board with that real quick then their kids or grandkids won't even BE Muslim anymore and you may find more people joining you.
So you have to kind of be a leader rather than a follower. "Ask not what your religion can do for you, ask what you can do for your religion" perhaps? I'm serious!
By the way, on the side, I also think you might be interested in the various forms of Sufism, just in case you haven't considered that avenue yet. Investigate in particular the writings of the female saint Rabi`ah al-`Adawiyyah.
Finally, I spent 8 years living in the Middle of Nowhere with few Muslims. Now I live in Muslim Central where there are many different types of Muslims and many more people to relate to. I think being in that kind of environment can help too, when you have more people (and possibly even mosques/organizations) to choose from, you can find some people you might relate to, even a little bit, and that makes you feel less isolated. You don't have to agree on everything but at least you can take the good and leave the rest.
So the moral of the story is that you can religion-hop all you want but you will likely never find that real community backing that it seems like you're looking for. People are people (with all their idiosyncracies and issues) in every religion and all over the world. Create the world you want to see, even if on a small scale.
HTH. Forgive me if anything is garbled up there, I'm sick and exhausted and I didn't proof-read!