Good for you, OP! Climbing gyms are especially good for making friends because you are working on problems with people. My gym has a weekly meet up for people looking for belay partners as well as classes where folks talk. Crossfit might also do the trick, as might a running club. Good luck!
I relate a lot OP's situation but every time I think about trying to talk to someone else I just get worried that if it does go "bad" (i.e. very awkward) then it will become to mentally hard to stay at the gym for the rest of the session or even come back and since its a place I actually like being in I end up never trying anything in fear of ruining a place I like. I don't know if anyone else feels like that but I j…
I had like 20 years of social anxiety and it’s actually very anti-climactic when you can have a normal short conversation with a stranger. Not dramatic and no one’s traumatized