Wow. Rather than tell my whole backstory, let me just say that literally every single part of this post I went through in the past. I know so similarly how you feel. Here's what I did for myself when I started realizing all of these different feelings in my mind:

At first, I thought maybe I was gay. I experimented with men, and pretty quickly realized that, while I appreciated the attention, I wasn't in any way fulfilled by it. So, I started researching gender dysphoria. I came across a trans man's story about growing up in a female body. What stood out to me was this (paraphrased) quote: "Every time I looked down at my body, or looked in a mirror, it was surprising because my mental image of myself was with a biologically male body." I realized that, the idea of being in a female body was not so much a part of me, as much as something exciting to me, or, essentially, a fetish (while that may not be the right word, it carries about the right intention). With that in mind, I did some research, and found sites like this and started buying myself some clothes, underwear, etc. I now keep a full makeup kit and a selection of clothing to wear when I'm alone. I personally don't like cross-dressing around other people, though my incredibly supportive girlfriend is someone I can. I've kept it somewhat to myself, because I've found that cross-dressing in particular is a hard thing for others to understand. I have shared this with a couple of female friends with whom, like you, I go shopping, and they let me pick out clothing for them so I can live vicariously through them. All of this has left me feeling totally fulfilled in that part of my life.

I don't know if you're from a similar town as the one I'm from, but I grew up in super-small town Nebraska, so coming to terms with all of this was incredibly difficult for me as cross-dressing was incredibly stigmatized in my town. I felt gross, I felt wrong, I felt stupid. But, I've been in a very queer friendly city for 5 years now, and have seen now that my feelings aren't weird or gross or stupid, it's just what I feel. So, you're not alone in any of these experiences, you probably just haven't been exposed yet to all the people who feel the exact same way. Just do whatever makes you happy, and know that most people are far more accepting than we give them credit for.