Do you know the number one reason people become friends? PROXIMITY. We literally become friends with those we are around the most, so that means bopping around everywhere isn’t necessarily the best way to make friends. What you are doing is the right way, give yourself the opportunity to get together with the same group of people A LOT.
You are probably used to being around friends you’ve known for years, you forget it took weeks and months to get to know each other. Unfortunately that’s how real friends are made, it takes time. If you like your roommate have you considered confiding in her and asking if she might take you along with her sometimes? If you like her, good chances are you’ll like her friends. You need to try and see certain groups A LOT. So once in the club go to EVERYTHING they do. By seeing the same group a few times a week you have a good chance of making friends. The worst thing you can do is try something once and never go back. Go back 6 times or so to be sure there isn’t anyone there you can gel with. By joining groups and going along regularly you become a recognizable face that people can approach.
Have you tried an intramural sport? A good idea is something like a hiking club where you spend hours together and really have to talk. Or some interest with regular travel where you all take road trips. We all needs hours and hours of time with people to make close friends, so being in any activity that takes hours of time speeds up friendships.
A job on campus is another good idea (as mentioned up thread) or volunteering to help in a department or major that interests you. Then you KNOW you will meet people with a similar interest.
Your experience is totally normal and you are doing everything right, just keep at it. If you feel low confide in your roommate or go and talk to a counselor. Talking about it will relieve the stress. Come back and tell us how it’s going!