I was (circa age 20) in the same position as you. Scared of having sex, never had a proper relationship, could get girls interested but could never keep them long enough for a relationship to form. I was miserable. It sucks, I know.
One day I decided I'd had enough and that I was going to get this part of my life sorted. I started reading a lot, talking to people, treating it like I treated my academic studies. Over time I started to understand what attracts women, what they want out of relationships, etc. I realised the mistakes I'd made over the years. It was painful to think how many chances I'd missed just from being too shy or too nervous or not knowing what to do. One girl had been really into me, and I'd known it, and I'd done nothing about it and after a few weeks she lost interest and drifted off. Things like that.
But the point is I put in a bunch of effort and changed myself. And, what's even better, the fact that I was DOING something about my situation really helped my confidence, which helped me be more attractive as a person, etc etc.
Now I have no trouble forming relationships or meeting people. I know what to do. I get laid (something that literally never happened to me before I started trying to improve myself). My life is a hundred times better for having sorted out my attitude and aptitute for relationships.
My point is: I know it's a bad place, but there's plenty you can do to get yourself out of it, and learn how to form the relationship you want. PM me if you want me to recommend some reading materials.