It’s an incredibly difficult daily struggle. If possible, maybe you should seek out mental health professionals for help. Therapy and/or medication could be very beneficial to manage the symptoms of depression, feelings of loneliness, and low self esteem. Targeting the root of the problem will hopefully translate to being able to manage the maladaptive daydreaming better.
I agree with jessicach, that is really good advice. I just want to add that I do the same thing about celebs. I consume everthing about them to make them fit my daydream and I can watch the same video many many times. I am really embarrased about it, too. Then eventually I move on to another daydream, and when I look back at the celebrity and the daydream about that person, I no longer understand what the obsession was about (I understand it a little bit, they are good, charming people, but then also completely normal people). It has no connection to real life, I am not stalking them or thinking that real me should have any contact with them, but I definitely get obsessed. It is also often variations of the same story, as if I am casting characters and using them for my own emotional gain - using them as characters in my story lines. I am definitley ashamed when using real people in my daydreams. I agree that it is a self esteem thing, but so stupid, because it also makes my self esteem even worse.