To make lasting friends you have to hang out repeatedly with a group of people. Then you'll naturally hang out more with some people in a group, and suddenly you'll realize you're friends.
Also friendships bloody well can be forced (or nudged, anyway). All friendships start between two people who aren't exactly friends.
"Hey, do you want to X later?"
"Yeah sure"
Then you try X, and if you enjoy X, you do Y together later, and eventually you're friends. Whereas if you don't, you drift off and meet other people.
As far as I can tell, (forming) friendship is just:
1. Repeat interaction
2. With people you like
The group helps make it natural. But friendships also form when one person is outgoing enough to say "hey wanna hangout?"
Maybe you've done that and it didn't work. I was just skeptical when I read the phrases "friendships have to develop naturally" and "I have never made a close, loyal friendship". Empirically, you have no evidence of how friendships have to form - you've never formed one :) I find the "natural" language is often an excuse used by people to avoid taking the outgoing actions necessary to nudge a relationship forward. (This applies to dating relationships too - someone always takes iniative of some sort)
Also if people aren't warming to you, then dressing well and being fit help. And if you're a man, being strong helps immensely. This might sound silly and superficial but it's how things work. People respond more warmly to people they find attractive and/or not embarrasing to be with (within genders too). And when people are warm to you, you act more warmly to them. This catalyzes friendships. Simple as that. This could partly explain why you can talk but it leads nowhere.
You don't need to go too deep into style. Just....make sure your clothes fit you. Poor fitting clothes affects many an introverted high schooler.
Anyway, no it's not normal to have no friends. Introverts generally end up with some close friends they interact with one on one. This is normal and healthy and allows for a lot of solitude. But being totally alone isnt so good. And some of the best friendships form in high school/college, so it's good to work on the skill now.
(The group advice is good advice to finding these individual friendships. A loose group lets you sift through and find closer friends)
Also, since things aren't coming naturally, "how to win friends and influence people" is a really good guide to doing just that. People who are good with people intuitively do the stuff in the book.
Also, that's good insight on your part after watching the anime. I only had the same insight in third year college, I wish I had had it sooner. I do have close friends now, it's nice.
Btw, as far as afraid of ending high school goes: don't be. You're only 17. It's good to enjoy high school. But, it you start working on this an figure it out by 19....you're still really young! Most young people are sortint themselves out in one way or another. You're not "missing" anythint while you do that: you're just gettint yourself ready for life. Most nerds were bad at high school, have poor memories of it, and are fond of college instead. The carefree high school kids with fond memories were usually either popular or those who didn't go on to university.
That doesn't mean don't work at it. Do work at it. Just, the goal is to be able to make friends, at some point in the near future. If you miss the high school window, you should be fine as long as you're improving.
You may also like these Paul Graham essays:
http://www.paulgraham.com/hs.html
http://www.paulgraham.com/nerds.html
(Your high school problem may simply be that people at your high school aren't interested in your interests. See Paul's comments on his high school chess club. Note also that he weight lifted, and his social life improved after he became good at soccer and started a scandalous neespaper. Both are things that improve social status: http://www.paulgraham.com/gateway.html?viewfullsite=1)