Depending on what you mean, "fiercely" might be a little extreme. "Fiercely loyal" usually refers to someone who is extraordinarily loyal, not just someone who is more loyal than usual. Unless you are talking about a highly unusual level of loyalty, I would use "truly," "really," or "very." Also, I would substitute "who" for "that," since you are talking about a person. So: I feel I have never had a friend who is truly loyal to me. I hope that helps!

I would say: I feel like I have never had a really loyal friend