Military: How to deal with crippling anxiety?

As you can see im in the military. I have always suffered from terrible anxiety. I try to get over it because I feel its all in my head but when i risk it something weird always happens. Due to this i haven't been able to develop interpersonal relationships. I don't even know what to say to my family sometime.

I just got to my first base and i tried but it's not going well. It's a small shop and they all know each other and joke but i just kinda sit and try to work. They invited me out and i said yeah but they never got me. Today i walked in and said good morning and everyone just kinda looked at me and went back to talking. Idk what to do i kinda just shut down. I'll just do my work and leave and I'm fine with that. But it's a small shop and officers to enlisted joke with each other and idk how to respond. Then I'm on edge all day trying to make sure i don't say something weird so I'm not focused on work. But when I focus on work i feel like I'm not fully being a team player because i didn't talk or even react to anyone in a friendly way.

I'm also overseas so it's really lonely and i don't know anyone back home to talk to so idk. I want to meet people and do stuff but i feel like I'm incapable of being socially normal.