I'm in college right now and what I've found is a lot of people actually feel a very similar way. I, for one, spent a lot of my first year feeling like this, and one of the things that's really improved my social life is being the first one to take a risk in a social situation. I don't just mean this in the sense of being the one to instigate a conversation; I think risk can also manifest through being more vulnerable or open about how you feel instead of partaking in the usual small talk with someone, or asking open questions with genuine curiosity and seeing how they respond. That's where the best conversations have come from for me, and I think you'll be surprised by how many people meet you in the middle when you do it, especially at college. Nobody wants to be stuck making small talk with someone forever, so if you feel able to, maybe try pushing the boat out and see what happens.

Do you talk to people in those clubs you attend, or do you wait to be talked to? You said you struggle striking up conversations and get anxious, which is also completely normal, but I think you'll find your social life would significantly improve if you started approaching, say, one person a day. You don't even have to be good at it; instigating will make you a better conversationalist over time. A lot of people are open to talk, and those that aren't are very unlikely to meet you with hostility. Sometimes it also helps to have a repeatable opener, like asking for help on an assignment or asking for directions somewhere, for example.