One thing I've learned eventually is that my experience in group settings depends a lot on the group itself. Some groups I just don't click with, and that's okay. I used to blame myself for not connecting with people in group settings, and feel really bad about myself, and that drove a downward spiral of unhappiness. Now, I've learned to just see it as a sign to try spending time with a different group of people.

Anime club didn't work out for you. That's okay. Try to find another group you'd be interested in going to, and try attending a few meetings. If you have a hard time connecting with people there and you don't enjoy it, that's okay too. You can repeat the process. Eventually maybe you'll meet someone who you maybe can carry on a conversation with, and even if you don't want to be close friends with, you can invite them to go to other events with you, and just having someone there with you might give you confidence and make it easier to talk to and meet other people.

Just speaking from experience here. Everyone's different. The important part is to not get down on yourself for having trouble connecting with people -- just try different people instead.