Welcome to 3FC! I have to tell you that health and fitness is soooooooo hard especially in college when you are putting school as a priority. I know from personal experience that most of my weight was put on because of college.
Few questions to you to gauge what you could do. First question is do you have access to a functioning kitchen? I know when I was living in the dorms, we had access to a microwave and an ancient stove. However, when I lived in an on campus apartment, we had access to everything. My biggest downfall is to sacrifice my health for convenience and cost.
Second question, two parts depending on what your food situation is. A) what is your budget for groceries or B) how much variety can you have while eating in the dining hall? For my dining hall, they had different stations: salad bar, sandwich bar at lunch, grill, classics (meat, starch, veggie), pizza, and international. If whatever they are serving seems crappy, we had the option of using points from our meal to an on campus restaurant, usually I go to Subway. But in any case, you could probably get a magic bullet or something for shakes on the go.
Like I said previously, my biggest downfall was eating cheaply. I gained 20lbs in one quarter alone because I ate white pasta with either white sauce or red sauce daily. I did that because it was easy to make and it was only $3 a box and $4 for the sauce. Oh, and I pulled late nights doing homework, went to 7-11 and got ramen, coffee and taquitos to keep my energy up. Something I knew was bad for me, but I did it anyway. Got good grades because of it though...
As for your gym phobia, you can probably talk to someone who works at the gym and ask when the gym is the least busiest and go during that time. I didn't have that problem, I just put a headset on and do my thing. It's kind of the mindset of the high school locker room, if you aren't looking at anyone, it's a good chance no one else is looking either. And if they do, it's their problem, I don't care what they think. Its better in a gym setting because you don't know anyone in there most likely.
But yeah, good luck with everything