It can be difficult to tell the difference between social anxiety and depression, as both can lead to social isolation. However, the reason for the social isolation is different for the two disorders. If you have social anxiety, then you avoid social interactions and you avoid people as you have a fear of being embarrassed and a fear of social scrutiny. If you have depression, then you isolate yourself socially as you feel hopeless and think you are a failure. When you are depressed, you withdraw from people due to your overall depressed mood and you would just rather be alone with your ruminating, negative thoughts.
The core features of social anxiety are fear of embarrassment in social situations and fear of social scrutiny. The core features of depression are low moods, feeling blue, lack of feeling pleasure (anhedonia), and feelings of guilt and hopelessness. Both social anxiety and depression can lead to social isolation, and you can end up being home-bound.