It can be really hard to get used to things when everything is scary. But it's totally possible, and it's also possible to do that on your own, without any help or teaching!
I say that, because I did that. I view simple things like calling to make appointments, going to hair appointments, and taking a taxi as huge accomplishments for me throughout my life.
I'd stay put for now, if it's got you near your support system and if you can survive financially. It would be really hard to move away and drop yourself into EVERYTHING all at once.
Like, you've said you're scared of taking the bus? That sounds like a fear that you can face with relatively little consequence. Pick out a bus stop that's near where you live. Figure out where it goes - is there a mall or something along that bus line? Make yourself take that bus line at some point, pick non-rush hour times so that there will be less people on the bus. Get off the bus at the mall-type-place, muck about there for a bit, even if it's only long enough for the next bus to show up. Then take it home. Try taking the same bus at the same time for a while, and you'll find yourself getting less anxiety over it. Make sure it's a route that doesn't have any transfers needed. If the bus has the sort of flashing sign that lets you know which stop is next, great. If not, try asking the bus driver to let you know when it's X-stop if you're more nervous about missing the stop than talking to the driver. They're used to it. Take a book with you even if it's just to pretend to read. When you get more comfortable with where the stop is, try actually reading (it's great for tuning out other passengers... although you have to learn how to be aware of what stops you're at!). Then, once you find that taking that bus doesn't bother you.. see what it's like to take a different route to somewhere else. It'll cause you a lot of anxiety for a while, but you'll never ever get used to it if you don't force yourself.
I still get anxiety each time I take a new route, or a bus in a new city. I'm always worried that I'll miss my stop, or end up in the wrong direction! Fortunately, as I'm comfortable enough on public transit... the odd time that I HAVE done so, I've been able to get myself sorted out relatively easy (after a few moments of PANIC!!!!).
Just taking it one stop at a time and committing to putting yourself through some momentary hell... will eventually get you accustomed to it.

It just takes picking one goal at a time and working towards that, then adding in a new goal or new level to the goal once you start to get comfortable.