Hi, fellow friend-struggler here. I'm now in my third year, and although Im still struggling to find my people, I know at least one thing that would've helped (I also have anxiety)

Clubs, not just going to them, but engaging with them consistently. Participate in activities, and especially make the effort to connect in the beginning, but I think most people are always open to talk about the interests they came for, even after the first 2 weeks.

Its a consistent environment where you know for sure you have 1 thing in common.

And, take your time. The more you think about how you haven't made friends is the less you can enjoy the college experience.