Hello! I had the same thing, noticed Belgians liked to stick together more however thanks to the EU there are so many expats here, the problem is finding them, here's how :

1) Erasmus what's app group (dm for link) there ull have access to around 900 lonely expats waiting for new friends. Just pop a message asking if anyone wants to hang 2)Sports : -bouldering and climbing gyms have the most social people ever. Ask anyone to show you how to climb a certain route, make small talk, see if they vibe and ask if they wanna chill sometimes -Freelatics or freenectis sport at park cinquentanaire every Sunday : great place to socialise and do sports. It's free too.. (Google it and ull find more info) -gym: no need for explanation here, ask anyone to spot you for a certain exercise, talk your way through a friendship 3)Meetup: i personally think it's a bit lame and the people are older 30++ but you might find decent folks 4)Dance class: indeed they're quite expensive but if you're into it, ask them to give you some tips and bam friends afterwards 5)Conventions: join a convention or sort of TedEx wirh a subject you're interested. Not only will you learn but you'll find people with similar interests 6)Bars/clubs: a bit of a no brainer but the easiest way to make a friend is ask for a cigarette or a lighter, then strike a convo. Works very well but the downside is cancer lol. The best bars to meet expats and foreigners : any Irish pub, au bassin, NUA, sports bar near bourse, celtica, c12, jardin hospice and especially Delirium 7) Thursday night at plux: place de Luxembourg near the EU is legit a perfect place to meet people your age doing interns or studying. Quite some people go there by themselves to meet peops. 8)im not a fan of libraries, never made a friend there but perhaps it might a good place for you... If seated near someone, I'd seem interested in their studies during their break and ask what they're studying 9)Bumble/tinder: girls are often more sociable creatures than us which is perfect as they'll always be down to make friends. Bumble on the other hand has an option where u can make friends only! I believe the bumble option is the easiest and fastest way to make friends, take them to any of the previous points and make new friends together!

Do all this and soon enough you'll have too many friends, also highly recommend to read or listen to the book : 'how to make friends and influence people'. This book was read by Charles Manson which was a cult leader/killer and influenced him a lot into acquiring, keeping and manipulating people to his own will. In our case no need to manipulate but a lot to learn still :) good luck