Hi Kindster.
I agree with the martial arts. You should really give it a go! I understand it's easier said than done but really, the hardest step is always the first step. Once you break down that wall, you will be okay. I guarantee.
I don't know of any famous martial artists or fighters who may have had similar troubles but, a hundred percent, I had similar troubles to you.
Over three years ago I used to be very overweight, very unfit and very unconfident. After an unfortunate incident at a party, I was the victim of an unprovoked assault... I decided to take up a martial art/self defence. I looked online around local places and the cheapest and closest place I could find was a Judo club (I didn't have my driver's license back then as I do now).
When I went to the Judo club, I saw everyone there looking really fit, doing physically crazy stuff that really intimidated me. I stuck with it... lost a lot of weight, got very fit, made many new close friends and now I am one of those people doing physically crazy things.
As I said before, the first step is always the hardest, but you've got to break through that to succeed. Maybe to help, take a friend or family member with you to whatever martial art you decide to do. Find a martial art that you feel would be effective for you and that you would enjoy. You'll get fit, you'll develop confidence and you may rid yourself of some issues you may have. I'm not perfect and I still have a lot of work to do, but taking up Judo was one of the best decisions I've ever made. I'm sure whatever you take up and do, will be the same for you.
Good luck.