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Clubs are a good call. Look into societies at your university, find something that you’re interested in or think you could be interested in. Societies are social in a way that seminars and other course activities are not. Don’t worry if you don’t “click” with anyone immediately, keep attending and do your best to engage in conversations.
I also recommend seeking out a university counsellor. Most universities will have them and their advice can be valuable.
Perhaps you could try friend-finding apps such as Bumble BFF? You’re likely to find others there in a similar position to yourself. It also focuses on 1 on 1 which should be a little easier to manage with social anxiety.