Is it going too bad in the school? I mean you haven't been so many time there since the course began.
It sometimes takes a time to integrate in a new place, much more for some people who already have problems in this sense.

I can understand your relatives' view but giving someone an ultimatum is not going to work mainly with people who are afraid of doing something.

Talk to your parents openly. Tell them what you feel and I'm sure they will offer an alternative. Perhaps, looking for someone who can help you to face to your fears little by little. The rest of your relatives will understand that you and your parents will do the right thing for you and that it's up to you and your parents to make the decission. They will understand it.

Btw, there is another subforum you can stick your post. If I remember well there is a forum about students and another to ask for advise to parents. I don't remember well. I tell you bc this subforum is not very active and you need some insight here.

Good luck!