I absolutely think it is useful, especially for people who are prone to anxiety (like myself). It is a cliche, but the mind often comes up with all sorts of fantasies and distortions that have little or nothing to do with what is out there in reality, in the environment, other people... Also, I think if we go into situations believing and anticipating the worst, we often do not perform optimally and also other people sense the insecurity and it can make them anxious and doubtful as well.

I personally do not think that thoughts and feelings are separate or even separable - all of these are the product of one brain and occur simultaneously. What I like about separating them cognitively for the sake of clarity is that it is possible to evaluate fears, doubts and all sorts of possible outcomes much more clearly and realistically. I think it is also possible to consciously detach from the fears enough and tell ourselves that we do not (cannot) realistically know a situation before we experience it quite a bit. I think it is possible and can be quite effective to use those cognitions to reduce fears and negative beliefs enough to get to a point where we are already in something and can probe into what is true and also get feedback. I do this all the time and have done even long before I first heard of the cognitive therapy methods, but knowing about techniques can indeed make it much more effective.

I also do not think that cognitions and beliefs cause anxiety in the first place but they can certainly exacerbate it. Anxiety is a physiological state, much like being tired, hunger, pain etc - it serves a good purpose and without it we likely would not survive long as we would make bad decisions quickly. It's more about the amount of anxiety that one experiences. I think when it leads to blocks and avoidance, it is often that we have this physiological state that affects many processes in the brain, including decision making and self-regulation. Then we often project it into situations, the environment, our performance, other people's perceived notions, the variety is endless. What I find most useful is to recognize the times when my mind generates projections like that and consciously tell myself I can't possibly know before the experience. And use relatively objective measures to assess outcomes, not feelings. Also that the outcome of one experience, if indeed negative, does not mean that all similar situations will be the same in the future. I sometimes feel that ignoring the anxiety and moving forward with actions to target a desired goal can benefit from a sort of conscious dissociation in that it can lead to manipulating one's focus and awareness on purpose.

Regarding groups, you don't say exactly what element(s) of group participation are the issues. When I was younger, I very much thought I was not a team player kind of person and I chose solo or two-people activities most of the time whenever I had a choice. For me, the real change came when I worked with some really great teams professionally, at first as a participant and then a leader. It progressed so far that I now much prefer to work with teams where people can play roles based on everyone's strengths and expertise vs. doing everything on my own or with one other person. But I still don't like groups purely for socializing, for example, and I don't often engage in that way more than briefly, except with people I like and have an established good relationship with. Of course it depends on the participants and the substance. What I like is bringing groups together based on some shared interest or topic, much like the work teams for a project. I almost always naturally end up being one of the most active participants when the group activity has deeper substance and is based on something I am very interested in. I think it helps a lot to figure out our natural best role in groups and use that generously, because that is most likely to lead to positive experiences and reinforcement. For example, I do best in discussions, strategic planning and problem solving where the topic stimulates me and the partners are insightful and respectful. I will never be the life of the party or someone who provides major emotional support to group members all the time. The great thing in groups is that we don't usually have to play all the social roles and still receive a great variety, depending on the composition of the groups. But we can observe how others act, pick up cues, get feedback, learn from others things that we feel we are not so good at. If the source of the anxiety is assuming that other people take what we have to give negatively or with doubt, I think it can be good to ask for direct feedback instead of imagining. Many people won't be honest with such feedback but many are happy to provide it because they enjoy being heard and their opinions appreciated. There are also the hypocrite types who tend to express serious judgments (sometimes very distorted ones because they refuse to engage enough to really see things) but are unable and refuse to hear and respond to criticism in a civil manner. I usually try to minimize my interactions with people who have demonstrated strong patterns like that - this is something I needed to learn, to separate realistic/constructive criticism from self-centered and overly subjective outbursts. The reason it can be tricky for me is because often people who are unfairly judgmental and prone to overreacting also have many good and insightful observations and opinions. In that case, it's good to just hear what's useful and ignore the rest, not let the unfairness get to us much.

In any case, as I said, I really think that recognizing anxiety for what it is and recognizing when we project our anxiety into situations can be very helpful. Get reality checks when possible. Try not to refuse a whole situation that is interesting just because of discomfort. All that requires conscious, cognitive processing in the moment, it cannot be obtained from analyzing the past alone or talking with a therapist in an isolated room, it takes practice, real life situations and action. I think when CBT therapists give clients homework, it is often with the purpose of such everyday life exercises. See, one thing I missed from my psychodynamic therapy experiences was this type of challenge - a T who would challenge me respectfully and realistically and provide feedback, instead of just taking in everything I bring to the sessions in a non-judgmental manner. I once met someone in a support group who used to be a T before he retired and we developed a relationship that was quite T-client-like. I found it extremely helpful and learned from it a lot and very quickly. He was a direct and no-BS person and very respectful at the same time. Not afraid of disagreements, criticism and also not afraid of providing these appropriately. Never found similar in therapy, but I know now that if I ever wanted to try therapy again, I would look for someone with similar qualities and approach.