As a general rule, it is best to ask for advice before you withdraw. I think you are finding so much resistance here because you are not really making sense. Feeling like a failure is not the same as being a failure. If you are truly failing your classes then it would be a safe conclusion that you are failing college. Otherwise, you are passing college but perhaps not up to your perceived potential. Once you commit to going to a college, it matters nothing who wanted you to go there or where else you could have gone. You made a 4 year commitment for which others pledged 4 years worth of their money to pay your tuition. If you are having trouble getting your emotions around that then you should take the previous advice about seeing a counselor to work on those things.
If you are having trouble making friends amongst 40,000 same age people your odds of being less lonely or less connected in community college are unlikely to improve. If you are feeling academically unchallenged at Purdue, then you will feel more unchallenged at community college. If you want to pursue a trade, that’s fine but you should anticipate being self-employed or you will really learn what frustration feels like as an employee. But you don’t describe yourself as someone cut out for self-employment. It is for these reasons that you are getting pushback here to reconsider your though process.
But if you have already withdrawn, given up a full tuition scholarship, etc. it is all a moot point.
In regard to managing social anxiety, the worst possible decisions you can make are those that limit (rather than push or expand) your universe. In high school, the equivalent would have been to complain that the social environment is uncomfortable, the academics are unchallenging, and therefore homebound schooling is the best choice. In fact, that is the worst possible outcome for adolescents with social anxiety. It is part of the road to chronicity. However, there are always forks in the road if you take them. If you are certain this is the best path for you then take advantage of it, pursue your options without limiting yourself, etc. Good luck in those things.