I didn’t want to post solutions as this could perhaps infer that the OP isn’t doing it right or trying hard enough. It doesn’t come easy to me and personally I do struggle with it so I have a lot of empathy.
But my things I do:
I do have a dog and walking dogs are an easy way to engage in small talk. I’m not suggesting get a dog as it may not suit your lifestyle but if you like dogs, this could be volunteering with an animal rescue and talking a dog out for a walk (2 opportunities to chat - once at the rescue and again out and about). Or something like Cinnamon Trust where you drop in to help people who are ill or elderly with their pets.
walking without a dog in your neighbourhood. Say hello, smile, nod every time. Eventually people get used to seeing you and will acknowledge you back. It takes time. Litter pick while you do it. People see you putting in the hard work.
volunteering is tricky. You have to be quite thick skinned. Some groups have distinct agendas and don’t like it when new people are to vocal about making suggestions about different ways to do things from the outset. Be a reliable worker bee. Mouth shut, ears open. Bide your time.
Take a class. Not to be confused with go to a weekly hobby group. Hobby Groups have established pecking orders. In a class, everyone is usually new. Don’t just take one class, find no one you gel with, and stop. Take a different class. Unless you don’t like the “school”
Befriend people standing alone at these things. Or those people who look like they are working hard to make small talk. They’re there for the same reason you are. Sometimes they are lovely, sometimes they are lunatics. Don’t be upset by the lunatics.
Join a walking group. DH joins a cycle group and a running group. I’m not that athletic.
Practice small talk doing errands. I’m not good at chit chat face to face. My brain freezes because I haven’t spoken to anyone and I say stupid stuff like “see to nice you” or “good a have one” The more I practice with randoms the less likely I’m to do it with a future friend.
Say yes to anything you’re invited to do. Even if you’re not keen. You might find someone else, smiling through gritted teeth. Obviously be careful. “do you want to see the puppy I have in my van”. Is a red flag.
Try not to look for friends in places you’re not going to find them. We had some lovely neighbours with a large social group who invited the whole neighbourhood to things. We went, but I found these gatherings crushing. Bottom line, they were mums with kids. I’m not a mum with kids. Their kids at at the age where their whole life revolves around their kids. I’m still friendly with them, but I’m no longer disappointed I’m not invited to say, their kids birthday parties. They wouldn’t want to go to a kids birthday unless they had to. Stuff like that.
Like cooking? Volunteer at a place that serves meals to the elderly.
Drive? Meals on wheels.
Look at the skills you have. Can you share them?
Community gardening. Allotments?
sorry, gotta go. Will post more later.