Colleges are not in the business of assigning friends, they are just assigning housing. While roommates may end up becoming good friends it isn’t something anyone should count on. What about other people in your dorm or on the floor? At many colleges the kids from a dorm floor tend to sit at the same tables in the cafeteria, and dorms often hold events so students can meet.
This makes it sound like the college isn’t a good fit for you, as does what you wrote about the religious club.
Expecting to have good friends a month after starting college is a bit of a reach. And you may be fooled by other kids “game face”; inside many frosh around you may be just as lonely but to the outside world they present a happy and smiling appearance so you think you are the exception. And paradoxically trying to hard can backfire; kids that latch on after just meeting someone can end up driving that potential friend away.
Many colleges offer free & confidential counseling that can include discussing adjustment issues; it might be worth talking to someone at the Counseling center. Maybe it will turn out that this isn’t the right fit for you, maybe it takes longer to find your circle. A trained counselor is better positioned to help you thru this than people on the forum, much as we’d like you to succeed.