A bit of a rant: I have this friend online who is lonely and heavily depressed but she also refuses to talk to people and put herself out there or talking to a therapist all because "she is afraid of people". I have no idea how to help her.
I was kinda like your friend. There's probably some obstacle that prevents her from working on herself. It's easy with depression/anxiety to just blame yourself while ignoring obvious external reason.
A lot of help and support from people around me. Without them I would never be able to finish my college. And then overcoming my social awkwardness with a patient and caring person. Also gaining economic independence was huge for me.