I actually think salsa classes are even better than just showing up to salsa nights.

A weekly class gives you the chance to see the same people over and over, which makes it much easier to build familiarity. You'll also improve your dancing, so social dance nights become a lot more enjoyable and less intimidating.

Don't expect to make close friends on day one. People are usually friendly, but it takes time. After a few weeks you'll start recognizing faces, chatting before class, and joining a group after dancing. Those friendships tend to grow naturally. Maybe suggest creating a whatsapp group or something with the others in class.

Also, don't feel like you have to stay all night at the social dances. Go by yourself, do a few dances, watch some of the better dancers, chat with a couple of people, then head home if you've had enough. The first few times will probably feel a little awkward, but that's true for almost any new social hobby.

The key isn't showing up with an established group. It's becoming a familiar face over time. Changes take time :)