I would like advice please.

I'm a 24 year old woman and as embarrassing as it is I'm falling abit behind from where other people my age normally are. I was a bit coddled and enabled growing up and diagnosed with generalized anxiety, persistent depression, and avoidant personality traits. Ever since I moved away from my mom and in with my cousin (which happened very suddenly) I decided I wanted to be better. That I needed to force myself to be better. Since then I got my first job at a subway, and even though I literally got broken down to tears many times I stuck with it until I found a better paying job. A job at a factory as an assembly line worker, which scared me at first but I grew to really like it. I've also got my own house, though my cousin lives with me now, since she got evicted. I also gotten a life coach and new anxiety  medication which both seem to be going well. The one thing, or the main thing I still beat myself up over constantly is my inability to drive. I'm 24 almost 25 and can't drive. And it still messes with my anxiety, like a lot, even with the medication. Sometimes I do ok-ish, but like today i literally almost hit a cop. I was trying to pull out and ended up having to do the backward, forward, backward, forward thing and then turned to quickly and almost got him. luckily he was understanding about it and suggested we go to the parking lot nearby to practice, but once I got there I didn't know what to do. My cousin had me practice parking and pulling out, but it didn't last long before we ended up going back home because I was still panicking and embarrassed and we just didn't really know what else to do. I was literally looking forward to this driving lesson all weekend and I screwed up really bad and hardly got any learning done. I'm starting to lose hope, but I see driving as a need. I'd give anything to be able to drive myself to and from work or to the grocery store or whatever confidently.
I feel like a lost cause, even though my cousin explained to me that the problems I'm having are very common among newer/inexperienced drivers and that I'll get better with practice, but we hardly practice at all it seems. I was hoping I could get encouragement, maybe stories about you when you first started vs you being okay now, or tips for new drivers, or tips for people trying to teach new drivers as this is the first time my cousin has tried to teach someone too. Anything else you might think will help is appreciated too. Thanks! (I did post this on a self improvement form too)