Career advice for a data scientist - Am i in the right place?
Welcome to the site! The only thing I can really do is offer general advice:

1 - Realize that your situation is not unique. There are many, many data science departments that just contain 1 or 2 people at most and many of us work alone - it's what I call being a "one man band" in data science. I work for one of the largest corporations in the world and I work alone because (1) budgets are always hard and (2) good data scientists are very, very hard to find. Oh, you'll find resumes out there, but most people will fail even the most basic tech screenings and just be awful at data science. You should take pride in being the person that your company picked and realize that just because you leave your current company it doesn't mean that your "alone" situation will improve. 

2 - So, how can you turn your situation into a positive? If they don't have the budget to get someone senior, they might still have the budget to train you better. Get them to budget you money to go to conferences, get all the books you can, sign up for online courses that your company is willing to pay for. Even if they can't give you help, they can still get you resources in other ways. That's the advantage of being alone, your "department" doesn't need a big training budget, just enough to fly you to a couple of conferences each year. 

3 - The beauty of being a data scientist is that there are always skills you can work on. How's your software deployment skills? What about your skills around building data pipelines? Do you tend to over-rely on one model instead of learning news one (that happens to all of us). There's always new parts you can be adding to your toolkit. In that sense, adding some DB skills is a good idea; work on both DB design and how to create the pipelines from those DBs into your programs - that's a very valuable skill. 

Good luck!