Yes, it’s entirely possible to be married and still feel alone.
However, ranting about democrats and foreigners tells me this is not about being married or not. The guy has problems and worries that have nothing to do with marriage.
Still, I can somewhat relate. Living in another country since many years (because reasons), and I don’t feel at home. Happily married, with kids, all good. But I’m not home, y’know?
People here don’t need me; they all hang out with their childhood friends they’ve known forever. I’m the new guy, even after all these years. That makes me feel lonely. And it has nothing to do with being married.