Even Chu Shuzhi who he trusts and works with doesn't really count as much of a friend.

I always assumed that was on Chu Shuzhi? In episode 2, at the first private meeting we see between them, isn't Shen Wei all, "We could be friends," and Chu Shuzhi all, "I am your very loyal servant, sir!"? Or am I misremembering?

(This is not a new problem for the Envoy, after all. Maybe one of his main motivations in choosing to become a professor was to meet more people/make more friends?)