Matthew 7:7 "Ask, and it will be given to you; seek, and you will find; knock, and it will be opened to you."
The scripture has the "knocking" part in there for a reason. We first need to" ask" God for what we want in life, (job, wife, food, etc.), then we must "seek" out what we have asked God for by going out into places we might not be comfortable in, and to finally "knock" on the door for it to be opened, which is the act of doing.
For example, you don't get a job by sitting in your chair and wondering why you don't have a job. You get it by asking God for the strength to find a job, actively seeking job opportunities, and finally applying for them, going on interviews, and earning it.
I too was shy, lacked self confidence, wondered why I didn't have a girlfriend, but I decided to change; It wasn't getting me anywhere. I watched videos on it, read articles, but whenever I went out, I would shy up and not talk to anyone. I decided to force myself and take small steps, which worked.
I started by having small talk with cashiers and then began asking workers at a store where something was located (a restaurant, different store, etc) and if it was a girl, would give her a compliment (her eyes, hair, anything). This gave me more confidence up to the point where I could start conversations with random people based on observation, and all it took was little steps moving forward. At first, it's not easy, it's not fun, and it's going to fill you with fear, but that's normal. You have to push yourself to do it, otherwise you will be trapped in the cycle of social anxiety for the rest of your life.