No good suggestions, but I've been there. I moved to a small town with work, everybody at work was friendly, I joined groups I thought I'd enjoy, such as ladies night at the swimming pool, and everyone was friendly, tried to join a wine-tasting class but it was fully booked, so joined the beginners knitting instead, everyone was friendly, went to church, everyone was friendly.
After a few months I realised that although I was on first-names-and-discussing- the-weather terms with literally dozens of friendly people, I hadn't made a single friend. I tried being pro-active, asking if anyone wanted to join me to go to the cinema etc, but everyone seemed to already have people they socialised with. I had one trip to the supermarket at which five different people said "Hello, Violet, lovely day" as they walked past, but no-one stopped for an actual chat. I went home and cried with loneliness.
I then had another work move, to a city where I had existing friends, and it got better.
I do think now that, having been there myself, I'm good at spotting and speaking to people who are new and a bit lost, and I've added some great women to my friendship circle that way.