I have a saying: Until you put the past behind you, it will always be an obstacle in front of you.

That being said, if you spend all of your time looking at what's already happened, you miss the opportunities that are right in front of you simply because you're looking in the wrong direction. Chalk it up to experience, remember that feeling of regret, and use it as fuel to push past your anxiety and not make the same mistake again. Like, next time focus your anxiety on "what if I don't talk to that guy, and I miss my chance?" Use your anxiety like a superpower, kind of like the hulk directs his anger towards the bad guys. It doesn't always work, you'll still have bad days, but focus on what will happen if you DON'T do that thing that you're having anxiety about doing. Use it to talk yourself INTO doing it, instead of OUT of doing it if that makes sense. Now I realize this doesn't help with your current situation, but In the future it may help you like it has me.