I believe this one is about addiction to drugs or alcohol and the private hell that it creates for the addicted. Specifically, in this case, James' alcoholism. Talking about "she" (alcohol or drugs) being there for him even when alone, or especially when alone. Maybe, for example after a concert and the excitement and emotional high of the performance is waning, getting wasted (straight to hell) as a coping mechanism. Then back the next day, only to repeat it over and over in the cycle of addiction.
I believe this one is about addiction to drugs or alcohol and the private hell that it creates for the addicted. Specifically, in this case, James' alcoholism. Talking about "she" (alcohol or drugs) being there for him even when alone, or especially when alone. Maybe, for example after a concert and the excitement and emotional high of the performance is waning, getting wasted (straight to hell) as a coping mechanism. Then back the next day, only to repeat it over and over in the cycle of addiction.