Yo, dude so you're position is one that def offers a unique problem. You have the sort of success and mobility that the general populace strives to achieve in justifying their respective daily minutia. You really are on in a very select orientation of society that affords options, possibilities, that negate the limits which exist for general populace.
That being said, and kicking it real at ya, yo, it is really not as lonely as you think it to be. Or so is my theory, so here's why I say I think its worthy of your consideration... {smoke break}
{exhales, resume} Alright, seriously your perspective on this shiz is all wrong. You really do not have any limits for any sort of personal development or growth. Your personal and financial success afford you the options to have access to the top echelons of society's best offerings and you can sample any of them.
You want deep friendships? Get deeply involved in a new hobby or interest. You are a musician, so why not learn an instrument? You can have not only the best equipment, but also the best instructors who will keep you motivated and improving as long as your money is good - which in your case is no limit.
I realize you have a tight schedule but if you have some outside hobby (i think there's some statement of it being 1x physical, creative, and some other), that offers you reprieve, that can help tremendously. I am a big fan of exercise/physical activity, so if you can find something that engages you into the monotony of practice/repetition, again, your $$/fame/success grants you immediate access to having the best teachers/facilities/times, etc. You have no limits. Even if you have some weird calender, I know your rep/PR folks/whomever can find quality teachers/partners, again, b/c $$ is not a concern.
There is nothing stopping you from getting really good, really fast just b/c you have the best of the best, right from the start with experienced eye.
I mean, dude, your in your mid20s and your having a crisis of self b/c you are still developing/discovering who you are. Fame/success just ripped down limitations that hold many people back. Now is the time to straight up educate yourself by seeking knowledge in all forms. Take advantage of this now, for serious, yo.
As for the relationship stuff, that can be iff-y. My $.02 is that dude, well, shit...if you have hobbies, the down time is not really all that bad. If I get bored with the guitar, I have writing. If I have get bored of writing, I have running. I hate running I have skating. Etc etc. Do all of that, and you find the few and random good people out there who do not care about your status. If anything, esp re: more seasonal hobby/interests it makes sense that you only see people a few times a year if not every other season.
If you're really down, and beyond the normal asking to see the best therapist out there angle (which you totally should, b/c why not? Its free shrink lessons with the best, why the hell wouldn't one go if you have annnnny stress/concerns/problems?) idk, keep posting online or forums, just without the narrative you provided here. Again, pursue some hobby/group/interest and if you are active and learn, you will find your own friends who like you for you, and not your celebrity.
Man, this was just a horribly incoherent ramble, but I really do believe you are in a position that is similar to where the subject is/ are just seeing the world in a light, or for the first time. You have been accustomed, if not groomed/raised to know of a grouping that was not even considered by your superiors, to be of what you strive for. No one has prepped you for what you do when you go beyond that...and have access to that freedom. Where you really see how you exist when the limits have all been cut and you can just...cut free, yo. Anywhere you want to go, any direction, you can get there and have access to the best supplies and instruction. Skype online lessons, online forums, high end tutors, etc.. take advantage of learning in your isolating down time, so when you get to go crazy you can do shit really well and bond with the other super awesome artists/athlete/etc who often are accustomed to the privileged and/or lifestyle. But again, gets you out there bonding and socializing while developing your personal self... but... ahh fuck me, losing my train of thought here... yea, that's the ganja for ya...
That's my thoughts on that.