This sounds like it could possibly be social anxiety, but I do think that some people are just shyer naturally in terms of their personality. Both factors could be at play here, to varying degrees.

It's interesting that you are able to interact with people more comfortably when you're "in character" at these conventions. Are you interested in acting and/or writing? In terms of interacting/networking with people of similar interests and maintaining the friends you've made this way, perhaps you might start some sort of a blog? Write little posts/essays about projects you're working on, other things that interest you, as a way of keeping in touch with these people when you're "out of character?" A lot of artistic-minded people these days seem to use this sort of platform to express themselves, exchange ideas & meet others.