If I were to differentiate the two, I'd say that shyness is more of a social thing, while introversion is more related to natural personality. My niece for example, is very shy with meeting new people (she's almost 5) but is very outgoing and personable once she gets to know them. I'm naturally an introvert and painfully shy at times, but that shyness will vary depending on situation while the introversion will not. Being social is also something of a skill that benefits from practice. I am so much better with phone calls and talking to people about small things since I worked in retail and customer service.
Here's a
comic I like that I think explains the energy thing really well. I call my own hamster ball my "shield" and it's pretty strong. It's gotten pretty small now, and I can stand comfortable close to people (think public events or crowds) but unexpected touch (even expected touch) can still weird me out, and over time my shield will disintegrate and I need to go chill out somewhere to build it back up again.
I'm quite introverted, as I said, and do find crowds and social situations and even loud noises to be very draining to put up with, and my family is well used to my habits of taking off from a party to go lie down and "recharge" for a while here and there.
I think I can understand the lonely thing, too, though I also have depression, so that will compound things. I think it's quite easy to live with negative feelings for so long that they become one's normal state of mind. My being shy and introverted can cause problems as I think I naturally like being social now and then, yet I find it hard to do unless I've known someone for a long time, and getting to know someone for a long time is not easy when being an introvert.