For the original questions of where INFJs are found:
Anywhere they can observe people and decide whether they wish to/feel safe to interact or not, while having a solitary activity close at hand for back up. (Coffee shop while reading or grading papers, library etc.) Generally they like being around people, but they would like to decide in what way and for how long. A party is no good unless they are reasonably sure they will feel comfortable with, welcomed by and interested in enough people to enjoy it (you can't just read if you get bored and it is awkward to leave right after arriving). Sports are okay, but they tend to like the kind where they won't let anyone down if they mess up (badminton, tennis etc, rather than volleyball). Musical events are a good place to observe people, but which one can seem busy in their own world if preferred.
Also anywhere that will allow them to participate in something they believe in, but with an element of autonomy. That is why many are teachers or counsellors. While being cooperative, they also have a specific idea of how they like things to turn out, so most don't love commitees unless they have some control over the outcome and just have people they trust to delegate work to.
As for shyness with other people, I don't think it is exactly shyness. There are a couple of elements at work. One is a hypersensitivity to people's reactions which makes them very sensitive to other people seeming busy, impatient, disinterested etc. Often they err on the side of mistaking other's insecurities as dislike or disinterest and quit any attempts at closeness at the first glimmer of unreceptivity. They need to be sure they are welcome before they advance or else they need to perceive the other person as being less confident or comfortable, which puts them at ease to approach because they would be helping.
That hypersensitivity extends to the world of ideas so that if there does not seem to be receptivity, they go no further with expressing what matters to them. You only are allowed into the inner chambers of their heart if you have been respectful of the other rooms you have been allowed into along the way.
Many people mistakenly believe that they share the same views simply because the INFJ will not directly disagree or probe into expressed opposite views because they do not want to cause distress to the other person. If the other person were to directly ask though for the INFJ's opinion or belief about something, they would be more than ready to share it. They are good at empathizing and so they also do not dismiss the other's point of view as easily as some types will. They make other people feel understood and so people tend to talk about their own problems and opinions without getting around to asking about the INFJ's. The infj doesn't realize that others often do not take rejection of their opinion or views as a personal rejection and sometimes even try on other views to see how they hold up when discussed! Debating just for sport is often taken very personally, although debating a truly held belief is okay.
For activities, they want to observe until they are sure that they would not cause themselves public embarrassment by participating. They want to feel some level of competence before exposing themselves to other's comments or opinions (remember that E comments often do not get run through an internal filter first).
The other reason they may seem shy is that there are very few people that they really connect with. They can, but don't enjoy extended periods of small talk, don't have much to say to a large group of people, and want to discuss ideas with someone who is interesting to them and shows some interest in their ideas as well. This greatly limits the pool of people they look forward to interacting with, even though they do like people.
Sometimes they are busy observing as well as overanalyzing what they should say or do (they have an excess of internal filters), which comes across as being judgmental. It is more like figuring out what category to file people in so they know how to interact. They are more than happy to refile people in a different folder or even filing cabinet if new information comes to light. This filing system helps them decide what the person would like to talk about, how they would likely react, what information could be shared with them, and what sort of relationship could ensue.
I cannot speak for all INFJs, but this has been my experience. Much of what I have found from reading and talking to other INFJs seems to reinforce this. I think this is why I find people without as many filters to make them
(over?)cautious kind of interesting.