The most important thing to me is: whatever you decide to practice you should always challenge yourself. I can't say how important this is. I sometimes get a bit annoyed when I hear the term practice routine because people tend to think that this is something that's set stone and repeated daily until you get better. A good practice routine needs to stay somewhat flexible! By challenging yourself I mean for example: can you play a major scale in thirds only using one string? Can you play the minor scale in 6ths? Have you ever tried practicing major scales in a single 5-fret position playing every scale from it's lowest to it's highest note in that given position? When you find something that's giving you troubles write it down and that becomes a part of your practice routine for the next 4 weeks. Have 10-15 minutes dedicated to those exercises each. Once you're happy with the result think of a variation of thats exercise that's going to make you work harder.
If you're not able to do that you definitely need a teacher who's going to help you set your goals. It's easy to get distracted because there's so much stuff available nowadays. But once you're not a beginner anymore you won't be learning bunch of new stuff every day. It's about making a good use out of what you already know and this comes through practice and especially playing with other people. This takes patience, effort, dedication and humility.
Also maybe you need to take a different mental approach to this. Practicing an instrument is not something that's gives you instant results. You mentioned that you feel bad after practicing because you have a feeling that you didn't achieve anything. You should learn how to enjoy in the process and appreciate it by itself. You practice sessions don't seem bad. Last thing: if you enjoy playing songs keep playing songs. Nothing wrong about this.
A friend of mine once said tracking your improvement on an instrument is like tracking muscle gains at the gym. You need to look way back for comparison, not your last session