IMHO
Please do not feel bad, it is not you.
I also suffer from anxiety and I have had depression in the past.
I had been going to the meetings alone (i finally stopped last May) My husband stopped about 20 years ago. Hardly anyone would talk to me and I would sit alone. I mean really alone, no one would even sit on my row! I was told I needed to 'widen out' and I tried. I'd see a group of women talking and I'd walk up and say hi but it was so awkward and very obvious no one wanted to talk to me. I can only assume that it was because my husband had left and my children went to university that maybe I was considered 'bad association'
I can't tell you how many times I walked home from meetings in tears.
To be truthful it was the lack of love and compassion that finally finished me off. I found people would care about those in their 'clique' but anyone outside they would ignore.
If you suffer from anxiety please go and get some help. I saw a psychologist for a year and it really helped me.
And one last thing, I've been shown more love from this forum than I have from JWs. People here genuinely care. So don't suffer alone.