This may get long, but it's good info. Please bear with the length.

Honestly OP, I feel like based on how you've worded things that this may be a result of anxiety (symptom or disorder, couldn't tell you). Important note: if this is an ongoing thing, you may have trained yourself to ignore it.

First, some background: Feeling stupid can happen because when you feel anxiety, your frontal lobe (where you think) turns off. Anxiety is a form of fight or flight, and when that kicks in, your amygdalas (base of brain) block off the thinking part of your brain.

To your points:

-Missing things in conversation and catching them later often happens when you're back to a safe place and you come out of fight or flight and your frontal lobe turns back on.

-Not making new friends, because social is new or "work" to meet new people. If you're feeling anxious you're not going to have the energy to want to do that. (You kinda mentioned this by not wanting to get out of your comfort zone).

-Passively, the steps are hard to give in a general sense. Usually I'd suggest you're pushing too hard in your life or (maybe accidentally) ignoring triggers. Actively, there are grounding exercises for anxiety, but they are only a bandaid of your life is constantly pushing you to high stress.

-You made a comment about making notes but not wanting to feel silly. Feeling like you're being watched or judged can also be a symptom of you're anxious.

I am not a therapist but I have an extensive amount of psychology research and years of therapy that I have gone through for several things including anxiety. Feel free to message me if you want to dig in more! If you don't, I would recommend a counselor to help dig into your situation either way. I can't express how helpful it can be.