How can I talk with her without being shy? Is 22 kinda late to try to overcome my shyness near women?

Actually I did improve quite a lot compared to my school days when it comes to talking with girls. In my middle school and high school days, I couldn't even keep any eye contact with girls and used to not even utter any words near girls as I was super shy but now at 22 at least I answer girls if they try to talk to me asking me anything and can keep an eye contact while talking but still kinda shy to keep the convo going on. Like I said that since last week Thursday I have been going for some classes to prepare for exams for getting into an MBA B School and I am almost done with college. Some 3 girls said me hi and asked my name and did shake hand with me and I answered them but this one girl named Anshika is really sweet as she still tries to initiate convo with me asking whether I had lunch or not and 2 days ago she even asked me how far my home is from the classes. She is also 22 or maybe 23 now and I am also 22 and she is really pretty too. But I just answer what she asks and don't initiate any convo with her further as I am still kinda shy to talk with girls in person. There was another girl Khushi in the class on whom I got massive crush too but it looks like she is dating this guy in our class named Harsh. Even though I am not fully sure, I have a feeling I won't have any chance with Khushi so maybe I will try to get close with Anshika but the problem is I am shy. I am afraid that she will eventually get fed up of my shyness and stop talking with me because I never try to initiate any convo with her and she is the one who tries to talk to me. I am nervous to message her on Whatsapp too by finding her number from our class Whatsapp group because I am afraid about what she will think of me if I message her suddenly.