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The struggle goes on

I have a short-term course potentially starting mid-next month for a career I might be interested in for the future. Being out of work right now sucks, but it means I’m free to take the course, whereas if I were working, I might not get time off for career-related training. After this, I potentially have another course that could lead to a paid role, but nothing is guaranteed. I’m actively trying to improve my situation, but the pressure of time passing without finding paid work gets to me, and I worry that I’m wasting my time. I still apply for jobs every day and look for opportunities, but it’s been a very long time since I first started job hunting, and I still haven’t found anything. I feel behind in life, and most days, I’m at home and get unhappy about it, I used to get so depressed about it. I’m trying to make things change, but there’s only so much I can do. I compare myself to people a lot, which makes things feel even worse, and I also feel sensitive, especially to comments about my situation, which makes it harder to deal with everything. People are wondering what I’m doing for work these days, and it just adds to the pressure. This can affect my behavior too, making me more withdrawn, frustrated, or reactive at times.
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Comments
You're taking good steps to help yourself (like taking on courses), but at the same time, it can be difficult to keep applying for jobs without success. You're doing all you can to help realise your goal, and it's important to recognise that, because that means you're maximising your chances of landing a role you want.
But I also understand that it's natural to focus on the outcome and feel upset until you've achieved it. Comparing ourselves to others and having to field questions from others on the topic can aggravate that feeling too.
You might not have landed a role yet, but you're making good decisions to make it more likely to happen, and that's progress in itself. Keep that progress in mind to remind yourself of how far you've come, and keep up your efforts. Fingers crossed something will come your way!
@Azziman Thanks for understanding. Yeah, it has been frustrating but I'm looking into a course for a job working in a store. It seems like a good option to get some retail experience and hopefully open up more job opportunities.
I appreciate the encouragement it does get disheartening when things don’t seem to move forward especially when comparing myself to others or dealing with questions about it. But I’ll try to focus on the progress I’m making and keep going. Hopefully something comes up soon. Thanks so much for the reply