The Toriningen Picnic, especially if you take into account that it's supposed to represent social exclusion. Just... try to stand there for any long length of time and say you don't start to feel lonely.
Pretty much anything about Masada. You find him in a spaceship, all alone. There's a table with two chairs by his piano. He was clearly lonely. And when the spaceship crashes, he sounds so sad. It doesn't help that one of the theories implied that he died of overdose. Finally, he's the only character to react to Madotsuki pulling her knife out, by slowly backing away from her out of fear.