How do I make friends outside of Highschool?

I’m 19, out of all education and have a job earning quite a good wage for my age, one issue is I had to move pretty far away (2 and a half hours by train) for work and as a result have left all my close friends at home. How would I go about making new friends in my area? People have suggested clubbing or bars, because that’s where most people my age are these days, but I have a boyfriend and feel a club would attract the wrong type of attention (if you know what I mean..). On top of this I also have horrid social anxiety which really helps a lot.. I would really appreciate some help because I really wish to meet people lmaooo