The pursuit of "happiness" is just about the best way to ensure you remain unhappy. I'm not sure when precisely it happened, but "happiness" got a lot harder to find as soon as humanity hypostatized it and made it into a psuedo-religious concept and the end all-be-all of life--seems like everyone just want's to "be happy". Unfortunately, "happiness" is not concrete--it's a lazy stand-in for the goals you ought to actually be setting for yourself. The point of life is not to "be happy"--happiness is a pleasant side effect of the life well-lived, not its telos.
Pursue something concrete. Set a measurable goal. Aim for small things. Remove the term "happy" from your vocabulary. Just be and do, and focus on things that are small, well defined, modest and not amorphous. Cast aside your distractions. Choose an identity for yourself. Write the obituary you'd want to have. Work toward it. Fulfill your being. All of a sudden, you might feel a certain nonchalance, a certain comfortability, you might find that you can get on just fine without fretting so much. Over time, your worries might even start to dissipate.
Oh, and stop spending so much time consuming and start spending more time producing, crucially, for yourself or for your loved ones, not for an employer. When you interact with other people, use your brain, don't turn it off. Think about them in a serious, focused way. Be present. Contemplate moments. Give good gifts. Break from patterns. Don't be afraid of embarrassment, corniness, or sentiment. Stop following prescribed modes of interaction and existence without even consciously acceding to them.
"Happiness" itself is a big part of the problem, it's just as problematic as every other hypostatized concept that's ever dawned in the course of human history.