I want to socialize, but each social activity makes me think it's unnecessary?

I've had immense social anxiety and zero friends since I moved to Canada in middle school. After starting university, I've made efforts to join groups, but I never really fit in and I can't relate to others, it just causes a bunch of stress. After each social experience, I think I don't need anyone else and can survive on my own because I'm doing ok academically and can get a job. At the same time there's a nagging feeling that I'm missing out because I'm never met someone else who's as lonely as me, and I feel that although I may have an ok life I'll never fulfill my dreams without social skills. But when I try to get social skills, it doesn't work so I'm stuck in a loop. Nothing works but at the same time, I can't just accept that I'll always be a loner. What should I do?