@broadsword80 my personal experience is that often, once you are doing something, it get easier, and sometimes you even forget the depression/anxiety, at least until you get pulled out of it.
in this case, we don't see how neeko ended up with everything she's wearing/holding, and my assumption is that during that time she may have been able to enjoy herself just a bit.
if you look at the previous chapter, neeko was able to start having fun at the pool with imoko before she got hurt. then she went right back to depression mode.
personally, i do not think these are setbacks as you suggest. every time neeko gets out of the house is a victory. she even was able to talk to her old friends on her own, and solve her problem. seems like progress to me.
i think of these neeko field trips as exposure therapy. last time imoko was with her the entire time, this time she had to fend for herself a bit. maybe soon she will be able to get out on her own.
she's going to be embarrassed no matter what. accepting that she has medical reasons why things have been so hard for her should help her realize that she doesn't have to be embarrassed about her situation.