I am 20, I do not drink and have never drank for many reasons. All of my friends drink. I can understand why you would be upset or worried about them if all they did was go to drinking parties and get shattered. However, your friends make time for you, and I'm going to guess enjoy your company very much. They are not choosing alcohol over you, it is something they enjoy doing. There are some activities my friends do that I don't enjoy and vice versa, some of them we do as a group anyways, some of them we do not. It is a healthy balance.
Instead of going out or finding other ways to occupy yourself, you just sit alone in front of a computer screen, lonely and feel depressed. For this you have no one to blame but yourself. Go put yourself out there, find a hobby, join a club. And if your response is something like "well I don't have a job I can't afford to go out" maybe you should start looking for a job, you might even meet some cool co-workers who don't go out every weekend.
I am sincerely sorry about your family's problems with alcohol, your self esteem issues may have stemmed partially from that. I'm not trying to blame you for disliking the alcohol culture, that is who you are and that isn't your fault, but it is your problem if you feel depressed. Do not make excuses and blame friends for why you don't go out. Waiting for your four friends to change will accomplish nothing, go find something else to do on weekends and let your friends do their thing.
I would like to add I respect you very much for not compromising and drinking because everyone else does, best of luck.