Hi wisteria, good on you for deciding to join, i'm positive you won't regret it
I haven't been diagnosed either, but know I have social anxiety too(I don't think I could go to a doctor and tell them anyway). The people on this site have been the ones who have given me the most support, and I know they'll do the same for you.
I don't have any friends locally either. I have a younger brother who I see once a week, but he has sa as well, and doesn't go out a lot. The only other people I see here are at work, and though I get on well with them, never see them outside of work (they live in another town, and anyway it feels too awkward to ask to meet them - I wish they'd ask me though, i'd accept). Stick around here though, and i'm sure you'll meet people who you connect with - I have and have made friends with some really great people.