Picking up girls at louds clubs only works if you are the type of guy who will ask a girl if she wants to get out of here after never saying a word to her and then turn around too another girl in the same group and asks the same thing after she says no/looks confused. That much rejection crushes anybody even remotely attached their self.
My unsolicited advice is to start small. If you dove in head first the swimming lessons wouldn’t have gone very well either and you likely would have been discouraged. Everybody you see and compare yourself too started small as well, maybe that was years ago in their adolescence but nobody gets to skip it. Can’t really give you specific advice on good next steps since I don’t know where you’re at but maybe write down what you are comfortable with/how far you get and then instead of seeing it as a jump from their to relationship figure out what you can do everyday to interact more. Maybe you could make more eye contact, at the very least exercises like that just get our brain on the line of thinking about these things in my moment. Like writing down emotions, it’s a conscious thing at first but then it gets to be more natural like it is for the people with normal childhoods.
You can always work on any skill you want, this is nothing different.