(((Pandabear))) many hugs.
Anxiety can come in many forms, and many ways to deal and cope; we all find what works best for us.

MickeyCheeky has a lot of great suggestions with selfhelp and positive thinking, and exercises. If you have issues with searching, if I may suggest a few things- also, some times seeing someone, being in a group, etc. can be helpful and that is ok.

I do not think you are alone with this fear of being alone' after all, humans are social creatures. .. but there is a power and freedom doing things on your own... I also think there is a power with connecting with others, in a safe way. ((Course I am the weirdo that if I am a good mood, will say hi and smile with strangers to see how many will pass around the good vibes.. but was not always like that)).

I believe it is very helpful to acknowledge our thoughts and feelings as you have touched on here; while I am not great with CBT or DBT I do believe there is a lot of power of acknowledging "I feel out of place, judged, embarrassed" ... may be ask "why" some day?

You mention taking deep breaths, but yet still feel panicky.

My last T noticed with me that while I took deep breaths they were not complete, they were not calming in a way. I never noticed this myself.

Also T suggested to practice breathing even when not in panic state, this so- it was easier for me to do when in panic states. (I still need to continue to practice myself, but has found it helps for me).
A quick look on breathing- not sure if you like quick or detailed?
A breathing exercise that calms panic attacks.
Anxieties.com | STEP 4: Practice Your Breathing Skills
I like guided meditation apps too - but that is me.

Also, some times One may need more assistance with more than just breath. Using all five senses can help greatly with grounding.
I can't remember it perfectly but it is something like 5 Thinks I can SEE, 4 Things I can FEEL, 3 Things i can HEAR, 2 things I Can SMELL and 1 Think I can Taste.
Some times counting too- like things. some times I can't stay with counting and I will just say/think what I see.

It is great that you have friends to go out with and that I hope always continues; but it is nice sometimes to go out on your own, it also can be empowering... a freedom

I hope you the best

I did not want to talk too much, had a story but deleted it. Just noticed one day, people usually are going about their day and business -as I should be - and I was getting over worked up with things that were distorted thoughts in my head. And still can-- but try to remind myself to keep trying out what I can.