Don´t rely on alcohol to get you through. It´s a temporary solution and doesn´t solve the issue. The issue is really with your self-confidence and that you don´t feel good enough which is normal for many.

I would continue to go out by yourself to the same bar but make friends with the bar staff and security so that you at least get comfortable with the environment. At the bar, the easiest opener is "WHat are you drinking?" or "What do you recommend?"