I think you should pursue transferring. At the same time, do everything you can to make CMU work. NYU may not admit you, may not be affordable, may throw too many transfer requirements at you, etc. The best case is that you get a workable offer from NYU and are so happy at CMU that you are struggling with the decision.
While the fit may indeed be wrong, it sounds like your course of study is throwing a huge helping of unhappiness on your meal of discontent. That will follow you wherever you end up, so you need to work that out. Your current plan sounds good, and it might be helpful to talk with someone in counseling about how you’re thinking and feeling about it. You’re clearly multi-talented, and while yes, it’s great to have many gifts, it can be very challenging to figure out what actually makes you happy beyond just doing something well..
As mentioned above, a weekend visit for fun with old friends is a far cry from what reality would be. It’s important to get in touch with that fun, happy part of yourself, but if you expect that day in and day out, you’ll be disappointed again. That’s a bit of a straw man, and no school can match up. Which is all to say - be careful that the NYU fantasy doesn’t ruin your happiness.
Continue to find fun people and things to do where you are. This often requires effort. (Heck, maybe it’s getting involved with something locally, not through the school. Oakland is teeming with young people–some must be fun!) Regardless of how things turn out with the transfer, this is a year of your life. Live it as fully as you can, and be open to joy. And good for you for exploring how to improve your situation!