@potanta - you sound like someone who values authentic connections and is uncomfortable with surface-level interactions, perhaps feeling that those types of interactions are fake or meaningless. I think thoughtful, sincere people like you make the world a better place.
A promising thing (from the perspective of your goal of making more friends) is that you sound like you are actively acknowledging this issue and are willing to take steps to change it.
I think @BuvkeyeMWDSG’s ideas are excellent and worth reading more than once. Your new club - band - sounds promising, too.
One other thing to keep in mind is that, although it seems clear that you are truly struggling, other people who are in groups and seem happy may or may not truly feel comfortable or be happy. I think you are on the right track in working on how to get your social life more in line with your true values, but are in danger of getting sucked toward the wrong track of comparing and feeling “less than” when you assume others are happy, when in fact they may be faking it. Many people do this.
The last thing I would suggest is to possibly consider looking into cognitive behavioral therapy, either through self-help books/online or with a professional. Something is impeding your ability to move toward a goal that’s very important to you - having more connections with people you consider true friends. You mention a few possible potential friend candidates in the past, but it seems like something has stopped you (I’m guessing fear of embarrassment) from getting their number or making outside plans. Having a concrete plan and some tips in mind about how to handle these situations might increase your chances when you are next thinking of taking a risk and reaching out. Reframing in advance can help a lot, so your self talk doesn’t paralyze you in the moment. Good luck!!