Firstly, there should be no reason to be embarrassed about buying lube.
Secondly, consider that you can get it in shops - even pound shops, chemists and supermarkets
Thirdly, it's available from Amazon. Would your normal Amazon order be scrutinised? You could order to one of the Amazon collection boxes?
Fourthly, there are many things that can safely be used as lube. You don't say why you want it (self, partner, toys) but some people like coconut oil, olive oil, aloe vera gel or even Vaseline if not using with condoms.