Thank you for your post. I can imagine it must be tough dealing with what you're going through.
I find it can help to have at least one friend who knows what you're struggling with and is open to working with you to create smaller social activities (even one-on-one catch-ups if that's something you would feel comfortable with) where you can have a bit more control. You might be able to choose a location, activity, time of day, etc. that is more comfortable for you that you can engage in with this friend or friends. If that goes well, then that's an awesome step, and it could help lead to more social involvement with different people/in different scenarios in the future, if that's something you're interested in. Is there a friend or friends you might be able to do this with?
And of course if you want some help having more control over your anxiety and depression, I definitely agree with socialmoth and Petal22 that a professional can be really helpful.
Let us know how you go :)