It is often said that we are never alone, because Jesus is with us. But, God is a Spirit. John 4:24 So, if we are not one with the Spirit, then we are truly alone, saved or not. This separation of spirits is what people really mean when they refer to being alone even in a crowd, or feeling lonely when they are married. You are not alone if your spirit is one with your mate's spirit. And, God made us to be as one spirit, as well as one flesh with our spouse.
It is the same with our relationship with God. Despite the fact that we are "saved," we are not always one with Christ. that is what results in the feelings of estrangement or loneliness in this life, separation from God. So, where in the world are you?!