My husband and I are quite "alone". I've never been able to have kids, and I'm an only child. My folks are up in NY State and we're in FL and that's pretty much how everyone gets along best (I went home in September for the first time in eight years and we "survived" it -- and that's being generous). David's Dad and sister have both passed away in the last 18 months and his sister is in Canada and travels all over the world for her job (and that's how she likes it).
We do the "opening packages on the phone" thing with my folks. But beyond that, we pretty much have learned to make OURSELVES happy. Honestly I've learned that from my husband.
I'm a 'People person' -- so I completely understand what you say about being "lonely" -- but we decided long ago to put ourselves in the best place for US and we literally "make" our own traditions and good times. Family can 'disappear' -- either you lose them to illness or someone's job can change, etc.
This sounds cold, and I don't mean it that way. My point is when you find yourself being 'depressed' or sad or lonely look inside yourself and decide what it is that makes you feel that way and change it. If you are longing for times past, missing someone in particular or the camraderie you used to enjoy but have no longer -- then incorporate something into the day in honor of those times (particularly that person whom you've lost) and get in the face of that loneliness and shake it a bit.
David and I take a mini-holiday at Thanksgiving -- I call around and figure out what theme park or "thing" is gonna be open on Thanksgiving, and what motel we can go to that will welcome the THREE dogs with open arms (LaQuinta and Best Western can be the best of all, with some of the Comfort Inn chains close behind -- but LaQuinta is super). I round up a place to have 'dinner' and we just take off and MAKE our own good time being together.
Why? Because Thanksgiving got harder for *me* than Christmas. No way two people can have a big "family" Thanksgiving dinner with all the trimmings. My husband is British and he just plain does NOT *get* Thanksgiving. The whole idea of watching the parade together, cooking and spending the day 'together' as a family -- I spent about 5 years after we got married HATING it and it just set the whole Holiday Season up for trauma and sadness.
Finally I said to him one year, this has GOT to stop! (he had even WORKED on Thanksgiving because 'who cares? it's the same bloody parade EVERY year, why is it such a big deal -- YOU watch it!'). I blew my stack but he finally understood I was battling some major lonely emotions and realized he had to make the effort for MY mental health.
But every year we've had a blast and altho he's still not a '"thanksgiving day parade" fan he LOVES going away with me and the dogs. We kinda deliberately don't 'do' exactly the same thing every year just because that, too, sets you up for loneliness when you can't DO that thing one year.
Christmas is similar -- altho we don't try to go away. But in Florida you find that since the weather stays 'warm' you have to make a real effort to DO "Christmas-y" things to get in the spirit. So we seek out things like area church live Nativities, or the holiday lighting a couple of the theme parks do (Cypress Gardens and Silver Springs), or literally any thing we can find to 'do' and we deliberately make it an event.
You might say "well I'm not in Florida and there's nothing like that here to do" -- but my point is it's the effort. If renting a house at the beach holds alure DO IT. Spend some time THIS year going to visit places to rent for *next* year. I find with me just putting a plan into action is about the best thing to make a difference. So even scoping things out to do NEXT time can give me time to plan so I can avoid the 'crap' in future.
When you are blending families *with* a new marriage sometimes it takes sheer creativity to force yourself out of your comfort zone.
When David and I got married ten years ago, altho I had a TOUGH time dealing with the incredibly different customs. I'm ethnically primarily British (English, Irish, Welsh, Scot with a bit of French and a big dollop of German thrown in) BUT wow -- David's customs were incredibly different and it was VERY tough. I was pretty well lost in some depression for several years -- nothing in my past had prepared me for it altho my Christmases had never been particularly happy or wonderful .
It won't necessarily take major changes -- but orchestrating some will likely help. And it's like I said -- you may even want to think about doing some things that may result in permanent changes (and volunteering does come springing to mind) that you do once at Christmas and then just plain "continue" later on (that's how we began several of our pet therapy things, but that's only one potential). TRAINING classes so we could *do* pet therapy is another 'change' we've made that we really enjoy.
Convince your wife that the RV may help you make changes AS A COUPLE that will improve your relationship quality. Someone said 'rent one for a week' -- that's likely what it will take.