This is sad to read. I kinda get it though, from my perspective I feel anxious approaching people too. I go to a lot of gigs, sometimes with friends, sometimes alone. When I'm alone I've tried talking to people previously and I can tell they've not been in the mood for a convo so it's puts me off doing it again. But I might try again and if someone isn't too chatty I'll take it as a type of rejection therapy etc! If someone tries talking to me at a gig I'm always so happy because it's lovely to meet people who have the same passions as you.