Having serious issues with anxiety, social situations and alcohol is a bad equation. I've struggled with anxiety myself my entire life, who hasn't? Bars exist and are successful for a reason. Social situations especially were stressful, not for fear of rejection specifically, just because the situation itself would be so charged and intense that it gets hard to compute everything that's going on, like having a giant work load and not knowing where to begin. A little sedative like Alcohol can help reduce the anxiety. It's found great use throughout history for this purpose.
The problem is that if you're overly anxious and Alcohol more or less "solves" the problem, you have the potential to develop further social issues from the practice. The obvious is that you can become way too intoxicated through trying to self-medicate. Another would be your already poor social skills being further hindered by your utter need for Alcohol as a catalyst for any social situation.