It's a question marker か followed by a sentence-final particle よ. This combination does sound masculine, like an informal conversation between two young male friends, but it's used also by young female speakers in slangy speech.
明鏡国語辞典 defines this as follows:
So basically this type of よ adds a nuance of rebuttal, accusation or irritation. The closest equivalent in English I can think of would be "come on" as in "Come on, are you serious?"
かよ can form both a genuine question and a rhetorical question, and お前は寂しくないのかよ is not a rhetorical question. As compared to お前は寂しくないの(か), it sounds like the speaker is dubious and serious. Note that this is not necessarily rude as long as it's used appropriately between friends. Also note that よ outside questions are totally different.