Given the data you provided (low self esteem, low confidence, not being comfortable in social situations, no sexual intercourse), it seems possible that you might be feeling anxiety about not having sexual intercourse so far.
It is good that you are aware that it might be related to you being shy, and perhaps having low self esteem and low confidence. The situation might be so complex that you might think about death.
Simple advice might help your low confidence. There has to be something that you are good at. For example, being an IT professional is not something that anyone can achieve. Other aspects of your life must make you better than other people. As for what other men say, please keep in mind that there always might be a dose of exaggeration. If you can be friends with girls it is a good sign. It means that they do not avoid you. You might even be surprised to find out that certain of those girls you know are attracted to you. It might be a good start for a relationship that would eventually lead to intercourse. Even if it does not, it might help you feel more relaxed with women.
If you feel that nothing that you try can help you, then you might want to visit a psychotherapist. Learning relaxation techniques and improving your self esteem and confidence might be extremely helpful.
In the end, there are men and woman like you all over the world. You are not alone and I hope that you will find out that your soul mate is somewhere close to you. Just keep on searching.
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