Not sure type of anxiety but if you're doing the full DBT, with group sessions, that should help. Especially since you've noted it's helped before. Also sounds like a phobia might be somewhere in the mix. Or developing.

I'm not big on large gatherings, or some social situations either, but am a social person. I just do what's comfortable. Sometimes I go to parties, sometimes not. I don't apologize, or feel bad if I bail, I just do what works for me. Friends and family are used to it. Funny thing is I'm told I'm reliable as a friend. Just not showing up for parties or after work happy hours.