Sometimes we will convince ourselves that our depression is because of a particular problem such as acne thinking that everything will be better once that goes away however deep down we know that there is much more and we use that as an excuse as its easier than facing the truth.
I was like yourself and getting embarrased around people. I would blush bright red (i have very fair skin) when ever i would need to speak in front of more than one person or someone of the opposite sex i would go bright red and i would hide my face hoping that no one would notice. You should speak with a Dr about this as medication may be avaliable to help reduce the redness.
If you are not taking meds then you may want to speak with a dr about that. Meds helped me with my depression and the blushing. Im not saying they are the answer but might me wirth considering. If you dont like the medication you are currently on/have been on the dr may be able to recommend something else for you I can confidently say that i am more confident now that i can remember ever being. Althought i still dont like talking in front of people i am not as petrified as i was.
Exercise is definately one of the best things you can do but it does seem as though you are being very hard on yourself.
Good Luck
Natalie