I'd say you should look into the term "maladaptive daydreaming". (Not a diagnosis. More of a symptom.) There's nothing wrong with daydreaming itself. It's when it causes problems in your life that it's "maladaptive." Just reading what you said about it, you said you daydream "as a way to cope with... life problems" and "it interferes with my life so deeply".
This also kindof sounds like daydreaming may be a way by which you dissociate. If you look up "dissociation" on the internet, you'll likely see things about DPDR wherein everything feels ureal or other more severe-sounding symptoms. Of course, if those things sound like they describe your experience, that's an insight that might help you. But escaping into a fantasy to deal with problems in your life can definitely qualify as a form of dissociation.
Aside from that, I don't want to diagnose you or anything, but it might be worth looking into Schizoid Personality Disorder (SzPD). That would be a diagnosis, not just a symptom. But if you end up reading the Wikipedia page on it and it feels like your experience, and if you end up talking to a therapist, it probably couldn't hurt to bring it up. If you think it matches you, that is. If your therapist agrees, they may have you evaluated for that condition specifically. It's not a disorder that psychologists tend to know enough about to think to bring it up to you. And people with SzPD can often times be misdiagnosed ad something else. Which is why I bring it up. Again, though, I'm only suggesting that you look at the Wikipedia page and see if it feels familiar. Nothing more.
Finally, just on the basis that you seem to be struggling with this, I do think that if your able, you could definitely get some benefit from a therapist.