I'm 29 with anxiety, no job and no direction in life. What should I do?

Hi there. I'm 29 years old, I live in southern Europe and I have no direction in life, no job and I have anxiety regarding everything.

Let me start: after many awful years in high school (which led me to psychotheraphy for depression), I entered univeristy. The years in university were awesome, I had an amazing time there and I made friends with whose I am still friends today (in high school I had undiagnosed asperger's syndrome, so it was difficult for me to make friends). However, after university (which didn't end so good, I took 2 years to try to complete my bachelor thesis and then I gave up and took a class instead of it, so I could finish), I entered a master's program (I'm still enrolled in it, I have to complete my master thesis) and I hate it. I love the subject, but the classes are awful and I have no interest to complete the master thesis, although I have to. I never had a girlfriend, girls were not interested in me, which happened probably due to my excessive weight and some problems in my psychology regarding romance (I'm not sure, but maybe I believe that none will ever love me romantically). Also, one of my problems in my life is anxiety. I have much anxiety regarding everything, even things I'm good at, like driving. I think anxiety doesn't let me find a job, although a job would give me money and maybe fix some part of me. Lastly, I have no direction in life, when I was at university I knew what I wanted to do in my life, but now I don't know, I'm lost. What to do?

P.S. I take prescribed drugs for my anxiety, they work, but not totally.