Well the first thing you have to realize is, your lack of confidence isn't necessarily the only mistake you're making. There are dozens of things that can go wrong, so don't analyze a situation without knowing all the variables first.
The first mistake I think you made was grabbing a buddy. That not only portrays your lack of confidence to the set, because you need a friend to hold your hand while you sarge, but it also brings his Social value down, because it seems like he isn't fun to be around, so you have to find new people to talk to. This in turn brings your social value down, because you hang out with him. Thirdly your wing will almost be nullified, and lose his frame, because you can't both control the set, and so he becomes useless. Finally by having your buddy around you are almost screaming your interest to the set. They're going to know you're hitting on them, because that's how AFCs do it, and that automatically puts you in the AFC corner in their eyes. So the first thing you should do next time is, go alone, and if you really need a wing, get him to come 5 minutes or 10 minutes later, when you have already created rapport, and have disarmed the obstacles. Personally the only time I ever need a wing is to isolate the obstacle in a two set, or to help me with Acomplishment proof and Social proof with a HB9 or 10 that I think I need help with ( Hand signals that no one else would understand is a good trick I use when my wing is handy).
Another thing I think you could've improved is your opener. Are you shy, isn't exactly a solid opener, and unless you follow it with a good stack of other routines, you're going to fail. You'd be much better off using a "can I get your opinion on something" routine, or the old "did you see the fight outside routine", or anything that can last upto 30 seconds without falling apart.
Honestly though, don't get disheartened by my analyssis, the fact that you actually approached a three set already puts you above most guys, its just perfecting your game that will take time. And practice makes perfect, so keep trying and trying, and don't feel bad if you get rejected, and if you feel a rejection coming, Eject yourself quick to keep your social value, or you'll ruin your chance with the nearby sets as well.