Hi. I've been in your shoes, and recently, too. Here are two things that have really worked for me: as far as the gym, I do go. If you build it into a regular routine, you won't have to struggle, each time, to decide to go or not. Further, every gym has a private area for women to exercise, without anyone seeing you,usually adjacent to the dressing room. This may make it more comfortable for you.
Second. I never did anything like it before, but joined Weight Watchers, and it does work ! They leave choice up to you, you can really eat anything and as much as you wish and as often as you wish; the catch is that everything is given points to record and monitor by you. You are allotted a certain number of points each day, and how you choose to eat them is entirely optional. IF you stick to the regimen, you WILL lose the weight. They also offer tools to keep track, support meetings which help, and access on line to tips, videos, and answering questions and more. I really want to encourage you to give it a try. You pay for it, though , perhaps your parents would be able and willing to help out with this. Good luck and very best wishes! P.S. Maybe check with a doctor first?