How do you feel around someone with no self esteem who is hard on themselves...?

Empathetic, sympathetic, and pitying. It's like looking in a mirror.

Tired. And frustrated. But empathetic too.
I want to lift them up but I know I can only do so much, and I want them to see how much they are hurting themselves by being so hard on themselves but I know that isn't easy as simple as explaining it to them. Even if you rationally know something, that doesn't mean you really feel or believe it. It's a difficult change.

I think they need to learn a new confidence about who they are and what they want.

either annoyed or helpless

Uncomfortable.

helpless.