You know your son, we don't. It is a difficult thing to try to figure out teens with all the hormones racing through their bodies. Social scenes have always been stressful for teens, and now is no different. Do you think your son is suicidal? I am not suggesting that is the case, simply wondering how severe you think his "thinks badly about himself" goes. Because ALL teens pretty much have self doubt and think everyone else is better/smarter/faster/cooler/more popular, etc, at some point or another.
It does sound like his outlook improved when he was active IN REAL LIFE with friends, so perhaps encourage more IRL activity and try to cut down on screen time? Not that those kids he is online with are bad or negative, but they are virtual/online. And that is different than face to face time spent in person.
I would also say that, yeah, at 15, teen boys don't really have "sleepovers" LOL But just look out when they get their driver's licenses and have transportation. The sleeping over at a friend's house pops back up again with a vengeance. But it isn't referred to at their ages as "a sleepover". Don't do that (*gasp in horror*). It's "staying at Billy's house on Friday" (or whoever the kid is).
If he is interested in music lessons, and you can afford it, get him enrolled in some. He can try different instruments out through a rental program without a lot of up front expense. He may not like them. Or he may decide to try several different instruments before he hits on something he really likes. Guitar. Trumpet. Saxophone. Drums. Piano. There are tons of options. My son never played in the band, but decided he liked Chris Thile's music and asked for a mandolin! He seemed to enjoy that for the short time he took lessons (but he hit 16 and got a job and free time when he could get into a lesson seemed to melt into oblivion). So you never know what instrument he might end up liking. My daughter plays piano, clarinet, flute, and the ukulele. I would have never thought of a ukulele, but her hands/fingers are small, and a regular guitar is just too big for her (she's almost 15). But certainly give him a chance to try out something if he is interested and you can manage it financially.
And remember the old adage... do something physical with them if you want to talk to them. Having a sit-down-on-the-sofa conversation doesn't often get them to open up. But chatting about various things while shooting hoops or playing a game or whatever tends to relax them a bit so they seem more willing to open up.
Good luck. Teen years are hard on us Mamas.