Congratulations on your pregnancy!
You definitely not alone in your situation and you are NOT a loser because no one has offered to throw you a shower. Lots of people don't have friends or family nearby to throw a shower for them but that doesn't mean you should throw one for yourself. If your MIL asks about your shower simply say "I don't think I'm having one because no one has offered". Simple as that! Perhaps your MIL should step up and offer but that is neither here nor there.
You really shouldn't have a party/dinner/gathering with the intention of it being a celebration of your pregnancy because that is just a shower in disguise. By all means, have a dinner, but don't mention your pregnancy or the baby.
I'm sure you have the best of intentions but ANYTHING you throw for yourself will just come off as tacky. Don't be let down. Brush this off and move on.