I think that you are probably going to want to go back into the text and deconstruct his character a bit. Essentially, you are going to want to search for examples of how he remains distinct from everyone else. While he might throw lavish parties and spend inordinate amounts of money, he is not like Tom, Jordan, or even like Daisy. At all of the parties, there is something separate about him, as if he is alone in a crowd. He is a bit "off" from others. Find this out, explore this reason, and I think you have your essay. This can take on many forms in terms of why he is the way he is. Perhaps, you want to focus on how Gatsby believes in the authenticity of his convictions. He genuinely loves Daisy. Even if one wants to argue that he is not really "in love" with her, but rather infatuated with her, at least it is a sincere emotion that is arising from his own sense of being. Unlike most of the others in the social scene of the novel, Gatsby is not particularly interested with using people as means to a specific end. In this respect, he is different than the others who are a part of this social configuration. Perhaps, you want to focus on his own humble background and how he never was fully able to escape this reality, a condition that made him distinct from everyone else. While he might have been able to deceive others, he understood all too clearly that his background was distinctly different from others' who had money in their past narrative. These are broad strokes. Using these as starting points to find their inclusion in the novel might allow your thesis to be developed in a more complete and thorough manner.
this may not help or it may help but but theme of Gatsby lonleyness would be that he would do or be anything to be recognized or admired by the higher classes. he wants daisy to love him for him but since she couldn't do that he became something much worse than a poor boy --a bootlegger. so he thought if he gets rich maybe he can get his long lost lover again.