The promise of many believers that you will never be alone or feel alone, because God is just with you and you can always pray is cruel. Everybody including even Jesus had dreadful spiritual dry ups that were crippling. The victim is blamed for their own experience of despair.
It is odd how people can find praying to be comforting when they ask God to allow terrible things or nice things to happen to people. That is what they are consenting to when they say, "Your will be done." One suspects they think they can fool God to do only good things! Or it could be that they are confused - they have been misled into thinking that time spent wishing the best for others is prayer. It is not prayer.
Praying to God or the gods is very accepted culturally all over the globe. Some creatures want to force people to pray before council or government meetings. It would be dangerous if people thought prayer had magical or occult power or could make God do something. Or if they thought prayer could make them see that something has been done - even if it has not. Presidents feel safer about waging war when they pray about it.
Many hold that if you pray for something good to happen and for God to give you graces etc that he will reward you for praying - even if he didn't answer the prayers. It would be horrendous if people were praying for the sick because they want the reward! It would be horrendous if they were consoled by praying at the thought of the reward. That would be using the thought of a reward to dull the pain that you should feel when you see people suffering. Remember too, that even if the only reward God gives is approval then those people who seek that reward and pray for others to obtain it are users and do-gooders.
Some say that prayer when you suffer is really just a way of expressing, "It will pass." If so, then why not keep telling yourself that it will pass? It should be more effective to be direct. And more honest!
There is only one way to self-confidence. And that is seeing what your comfort zone is and stepping outside of it. We can take away much of the power that fear of the unknown holds over us. It takes confidence to do that. As you pray, you are in the comfort zone. Just stop praying and get out of it. It is that that will really help.