What if I dont want to stop?

I just feel like daydreaming is one of the few things that make me truly happy and realized...I know its a disfuncional coping mechanism but when I (randomly) managed to stop I felt like something was missing, I felt empty and unflulfilled without it. I've noticed that Im the happiest when I try to get close to the version of me I imagine and I still daydream for some controlled time a day. But at the same time after daydreaming this perfect life and self anything that reminds me of my own mediocre life makes me sad, anxious and depressed.