ANTONIO In sooth, I know not why I am so sad. It wearies me; you say it wearies you; But how I caught it, found it, or came by it, What stuff 'tis made of, whereof it is born, I am to learn; And such a want-wit sadness makes of me That I have much ado to know myself. (1.1.1)
We don't yet know why Antonio is sad, but his mysterious proclamation sets him up as a generally melancholy character for the rest of the play. Furthermore, we learn that Antonio doesn't always have a rational explanation (at least one that he knows of) for how he feels.
Act 1, Scene 2
PORTIA If I live to be as old as Sibylla, I will die as chaste as Diana, unless I be obtained by the manner of my father's will. (1.2.15)
Portia would prefer a life of isolation over disobeying her father's will. Still, given the guys she's looking at, it's no great loss not to marry. Portia is strong-willed and doesn't seem like a romantic; she bravely faces the possibility of dying old and alone.
Act 1, Scene 3
SHYLOCK Why, look you, how you storm! I would be friends with you, and have your love, Forget the shames that you have stain'd me with, Supply your present wants, and take no doit Of usance for my moneys, and you'll not hear me. This is kind I offer. (1.3.18)
Shylock's offer seems too generous not to come with a catch. Still, perhaps he's trying to be the bigger man of the two. He might be offering up his friendship, and seeking Antonio's, because he sees these unusual circumstances as a chance for the two to break their cultural isolation from each other.
SHYLOCK I will buy with you, sell with you, talk with you, walk with you, and so following; but I will not eat with you, drink with you, nor pray with you. (1.3.9)
Shylock is isolated from Christian society. He can engage with Christians in business dealings, and so he has a livelihood, but it's clear from this passage that he keeps his distance socially. He's a Jew in a Christian country, which explains the animosity we see from and toward him.
Act 2, Scene 3
JESSICA Alack, what heinous sin is it in me To be asham'd to be my father's child! But though I am a daughter to his blood, I am not to his manners. O Lorenzo, If thou keep promise, I shall end this strife, Become a Christian and thy loving wife. (2.3.2)
Jessica is isolated. She neither fits in with her father (and implicitly her Jewish background) nor is she a Christian. This tension causes her distress. She's willing to abandon her father and her religion to resolve it and join a community she can relate with more.
Act 2, Scene 8
SALERIO Why, all the boys in Venice follow him, Crying, his stones, his daughter, and his ducats. (2.8.3)
Rather than look on Shylock with pity, the boys of the town make a mockery of him. This will likely make him even more enraged. Shylock was isolated before, but now that he's lost Jessica, he needs mercy more than ever. Not getting it, he'll turn his wrath against the people who have mocked him and his religion.
Act 3, Scene 1
SHYLOCK I say my daughter is my flesh and my blood. SALERIO There is more difference between thy flesh and hers than between jet and ivory; more between your bloods than there is between red wine and Rhenish. But tell us, do you hear whether Antonio have had any loss at sea or no? (3.1.4)
Even after Jessica's betrayal, Shylock still insists the girl is his flesh and blood. Salerio, in one savage swoop, challenges this notion by saying she's actually nothing like him at all. The proof of this is, implicitly, that Jessica chose to desert him. If Shylock held onto her as something close to him (which he obviously did, calling her his flesh and blood), then Salerio has brought home the realization that Shylock really is all alone in the world—even his flesh and blood has deserted him. Without recourse to get her back, it makes sense that he might seek the flesh and blood of another.
Act 3, Scene 2
Graziano (a.k.a. Gratiano)
GRAZIANO Nerissa [indicating Jessica]. Cheer yon stranger. Bid her welcome (3.2.6)
When Graziano tells Nerissa to "welcome" Jessica to Belmont, we get a sense of Jessica's physical isolation onstage. The word "yon" indicates that she's standing apart from the other characters, and the fact that she needs "cheer[ing]" implies that she's sad or uncomfortable. This suggests that Jessica may not be (or feel) very welcome in Belmont, despite her recent conversion to Christianity.
GRAZIANO But who comes here? Lorenzo and his infidel (3.2.5)
When the newly married Jessica and Lorenzo show up at Portia's pad in Belmont, Graziano refers to Jessica as an "infidel," insisting that she is different from the Christians... even though she has recently converted.
Act 4, Scene 1
SHYLOCK I pray you, give me leave to go from hence; I am not well; send the deed after me And I will sign it. (4.1.23)
Shylock has been stripped of absolutely everything, and he leaves the court to return to a life of lonely isolation. Depending on one's view of justice, and Shylock's original intentions, this is a fitting end. But if the play is about mercy, then Shylock's resolution is a note missing from the final chord. To simply cast Shylock out of the play is a dissatisfying ending for this central character.