It's not embarrassing to be a virgin. It's trite to say but I think losing virginity is overemphasised as some grand rite of passage when it isn't, really. If you're looking for an outlet through sex, that's fine. But it doesn't trigger some critical change that builds character or changes one's life. If this is a focal point for constant obsessive thoughts and insecurities, it may indicate anxiety.

Keep in mind that many gay men struggle with homophobia and self-doubt and their collective experience isn't going to fit with the stereotype of people being highly sexually-active in their thirties. People are at different stages of self-actualisation and experience at all ages, often for legitimate reasons. Anyone who can't respect a person who is coming to terms with this is not worth being around inside or outside of the context of finding a sex partner.

It's important that you've identified that social anxiety is the core of the problem because internalised self-doubt seems to be a major issue here. It's really unfortunate your family environment is reinforcing negative feelings about your sense of self - these sound fairly toxic. This is not an easy problem to navigate and you may want to consider medication or counselling, but it's important to remember these aren't instant cure-all solutions. Unfortunately the path of overcoming self-doubt also comes with finding ways you can appreciate yourself, change your lifestyle to build self-confidence.