Hey, Rebecca. Stay strong, ok?
It's good you've taken the biggest step, and accepted these people aren't your real friends. It's hard to do that, and it's even harder to stop thinking of them in that way. I've been in the same situation as you, and I never got past this stage. So, well done.
The fact is, friends don't hurt friends. And though you might feel alone, as long as you can distance yourselves from the bullies, it's definitely better than putting up with it. See if you can start conversations with other people, those that seem friendly, that you think you might get along with. Bullies tend to back off when you have allies with you, so the insults should stop. It will be a slower process, but it's one worth doing, and your real friends will support you too. It'll make this easier to bear.
About the threatening: don't listen. Pay absolutely no heed to anything they say they will do to you. If you don't take action they will never stop, and if they never stop you will never be free. You can't live like this.
Tell someone who cares about you, like your form tutor, a teacher you connect with, a guardian that could contact the school. Action
will be taken, and you will also not be alone. If staff at school know about the bullying, they will be watching out for it, and you'll be looked after.
Be patient with making new friends, tell someone you trust to help you, and don't let their words hurt you. If you can cast off their insults, then you have the power. Even if it's not that easy, which it rarely is, at least don't let them see they hurt you. You are stronger than them, and you will always be stronger than them.
Good luck, and take care.
PM me if you feel the need.
Rosary xx