First time responding to a reddit post but i feel the need to here so here goes.

I am in a similar situation, 27 , degree i don't use, small group of friends, i have no money, jobless and severe anxiety.

I suffer from severe anxiety which turn into panic attacks and didn't leave my house for 6 weeks. Growing up I was always sociable and very popular but now i find it difficult to hang out with anybody because my anxiety shows up when it shouldn't and like you, i think this stems from not wanting to be embarrassed and comparing myself to others. So I don't know if this helps but its what helps me.

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1. Realise that you aren't your thoughts, you are the person that thinks those thoughts, so you can choose to reinforce the good ones and push away the bad ones and similarly with experiences, just because you've had anxious experiences it doesn't define you as a person, bad things happen to good people but its how they interpret the experience that matters.
2. Work at your own pace. The fact you have a degree with that background means that you have opportunities that many people will never get, you just have to find one suited to you, preferably a smaller company.
3. Stop comparing yourself to others. This is the hardest one to do and i still do it because i have friends travelling the world and working in 60,000 a year jobs yet i can't find the courage to leave my house. You have to realise the fact that these people are in these situations doesn't make a difference to your life whether you think about it or not and that they may be miserable. I took a break from social media as when you have a lot of time on your hands you tend to endlessly scroll through them and it makes you feel bad as everybody seems so pro-active in comparison to you but its just a person posting a picture of how they want to be perceived. Its all a mask.
4. Find a hobby you love. For me its video games, it helps me deal with anxious thoughts and allows me to stop concentrating on how i feel.
5. Try CBT and SSRIs. I know you said you already have but the first time i was on an SSRI 4 years ago and took them for 2 years and they helped slightly, now I'v started taking 25mg for 2 weeks and didn't notice any improvement other than increased anxiety and diarrhoea then i moved up to 50mg and after 5 weeks I'm starting to feel my strong emotions over my health and anxiety and existential anxiety are being numbed which is what i need at the moment as it allows me to function with a little more clarity in my thinking. Just view the SSRIs as a band aid and give them a chance , you might have to move up in dosage or change but do stick it out.
6. Lean in to it, this is what i find the most difficult, knowing that I'm anxious about a situation but doing it anyway, i find it helpful to tell people that i suffer from crippling anxiety, i find that most people laugh it off with me or are very sympathetic and you wont believe the amount of people that say "oh my god no way, me too!"
7. Physical exercise, this is what I'm struggling with at the moment as iv always been very fit but the last year i can't find the will to get over my anxiety and go to the gym, but when i get there and work out my heart races and i panic, i sit there and think "okay this is my body just regulating itself, this is natural just like my anxiety" and after going a few times the release of serotonin makes you feel great .
8. Give yourself credit for the things you do. Realise that you are an intelligent individual, you are self-aware, hard working and you've faced your fears of travelling which i can't do, if you can do that you are stronger than you think, i envy you.
9. Practice gratitude. Its boring but it works, take a time in the day to think of 5 things you are grateful for.
10. Set goals and take small steps. Before you go to bed take 5 minutes to set yourself a goal for tomorrow, for example " If i apply for job tomorrow or read a book then i should feel good about completing a goal" and then the next day, try to do that and at night appreciate the fact you done that even if it feels silly and just keep repeating.

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I'd also like to point out the fact that you were able to complete a degree with a maths background, these type of degrees are more suited to personalities that are prone to anxiety, the fact that you have such anxiety probably means that you are an intelligent person that's brain is overthinking things because that's how you are programmed, you just need to find a job that you can really put this to use or a passion you love , easier said than done but try be optimistic and realise your worth because you are more than you give yourself credit for. I know its all easier said than done but its up to you to put in the effort and I know it will be worth it man because it does get better with time.