Rock climbing isn't my thing, but I helped out today taking some pictures at one and wow... there are a lot of people at those. People need belayers and it just had a generally friendly atmosphere. Plus you get exercise. If I was in need of friends and liked rock climbing, I'd definitely be going there more often.
Tagging onto this: there's tons of games to play that have regular tournaments. I run Warhammer 40k tournaments for my local store, and while you occasionally get tryhards that are less fun, the overwhelming majority of the community just feels like a bunch of people getting together to play plastic soldiers for a day. The new Disney game Lorcana is taking off, and there's tons of different tabletop games besides just board games to try at a local store!
Many have card games too. My local game store has both open Pokemon TCG and Magic free play nights weekly, and tournaments occasionally. They also gave me a lot of free cards and helped me in improving my deck. And this wasn’t only the employees, but other players.
They also have open DnD games they run twice a week. They give you a character sheet and help you build yours, then run a game for a couple hours. Not sure, but I bet this is more rare because you have to have a good DM who is willing to help new players, run or sometimes create a campaign, and who knows how to help players get to the end when time is limited. (DnD people don’t roast me if I’m wrong, I’m not a frequent player.)
Adjacent to this is: check your local library. Ours has regular board game nights and RPG nights. I'm pretty sure they aren't actually organized by the library itself, but they use the space and the library lists them on their website and advertises the nights on the board out front.
The other ones sound reasonable, except the last. It seems like a big jump. Don't get me wrong, scuba diving is fun. I'd say go for a lesson and see if you want to continue, it may not be for you. It can also get expensive.
If there is something you're passionate about, then going to events that are about that. Usually it's easier to make friends when you have something in common that you're both passionate about.
If you're into history, HEMA (Historical European Martial Arts), medieval reenactment and SCA are all very approachable and friendly people. They are not cheap hobbies though.
Alternatively, board game nights and Dungeons & Dragons are cheaper and also lits of fun. Check your local board games store
Mountain biking. Especially if you have a local organization for trail management. They're almost always looking for volunteers.
You'll have the biking, being active outdoors, some hiking for trail management, typically some fund raising events, bike maintenance/repair workshops, community rides and potentially more depending on the size of the group.
Good variety of activity from solo riding to big social gatherings. And I've found it a much more chill group of people than road bikers. And it doesn't really require the super expensive $2k+ bikes some people opt for. My current ride is at about $700 all in and does everything I need it to do.
Being social. Go to bars or cafés. Engage in conversation. Insert yourself tactfully when you hear someone talking about a thing you like or know about.
Also, be aware but not overly sensitive if people don't want to continue talking to you. Be friendly, but not obnoxious. Stay cognizant of social clues.
There's also the intermission periods, you know. Have you never struck a conversation before a movie, before the second act, or while in line to get snacks or tickets? Also, some movie theaters allow talking during the movie if it's one of those smalltown theaters that plays movies from a century ago.
Hiking and gym. Both communities are pretty friendly and they might even overlap. Gym, I've noticed some places you can walk in, they don't even need to check your card (I go with my friend and sometimes they don't even ask for his card).