I think your real issue is the way you’re looking at this. Why are you putting so much significance in sex or relationships? Why do you define yourself and others by whether or not they have sex or are single? What about these things make you think them so important?
You need to wipe away all this other stuff: “dying alone”, “dying a virgn”, “pickings are slim”. Focus on what’s really bothering you: “All my friends have an S.O. and are having sex and I feel so left out and lonely.”
First, you need to change your mentality about sex and dating. They’re not important. At all. Love is important, yes, but there’s more than one type of love. Romantic love is usually more trouble than it’s not when one of the people in the relationship has no confidence or self-love.
Virginity is a socially made construct. It’s sexist and stupid. “Losing” it just to get rid of a label that doesn’t even exist (you cannot “pop” your cherry) and not to actual have fun, consensual intercourse would hurt more than help.
Having a relationship, like I said, is a lot more work than it should be when someone hates themselves, and even moreso when two or more hate themselves. There’s so much self-doubt, paranoia, trust issues… it puts a huge strain on said relationship. Don’t worry about any of this stuff.
You have it right. Work on your social anxiety and your self-confidence. You feel lonely and left out because you think having a relationship is a defining thing in someone’s life. It’s not. What defines a person, what defines you is you. Nothing else. You want to feel better? Start changing your mentality. I cannot stress that enough.
Google. A bookstore. Tumblr. All these things have many, many resources for self-help and self-love. Start here. Follow more positive blogs. Small step, simple step. If a blog is more negative than pretty photos or positive stuff, unfollow it. Don’t feel bad for doing it. Don’t feel like you owe them something if you’ve talked. You need to take care of yourself, and you can always keep in touch via messaging without having to follow them.
Tumblr’s the starting point. Start removing more negative things from your life. People who guilt you or make you feel lonely. People who reinforce the idea that you are not good enough until you’ve had sex with someone. Screw that. Have sex with yourself. Masturbate in front of a mirror. I’m serious. Get to learn your body; sexually, physically, healthily. Start trying to train yourself to see your body as it is: something meant to love because all it does is love you. It does what it’s supposed to and that’s all it needs to do. It does not need to look a certain way or be a certain way. It just needs to keep you functional. Eat what you like. Eat good things too, just because you know it helps you.
Spend time doing things you enjoy. Do whatever the hell pleases you. Do it because you can. Then do it and pretend it’s a date with yourself. Make your favourite meal, get dressed up, put on good music and light candles and date yourself. You don’t need anyone else to make you happy. That’s your own job. If you want to be happy, start trying to make yourself happy. On your own.
Buy self-help books. Google ways to help social anxiety, build confidence, learn to communicate when it’s difficult. Work solely on yourself. Once you know who you are, how to love yourself and how to define yourself as you, THEN work on finding a partner. Everything else in your world can wait until you are ready to conquer it.