I'm an Asian guy and my game in Asian clubs versus mixed clubs is like day and night. I'm good looking, well-dressed, well-built, well-groomed and carry myself confidently except...

In Asian clubs, it's easy for me to walk in to the venue with the mentality that every girl there wants me. Consequently, my game is on point. In mixed clubs, especially when the crowd is mostly white, my confidence goes out the window. I have this obnoxious mindset that girls there (even the Asian girls) aren't interested in Asian dudes. This may or may not be true, but either way it's the wrong frame of mind to be successful. If a girl gives me IOI's (it has to be more than just eye contact) then I'm comfortable approaching as usual but, without an invite, I think too much and get terrible approach anxiety.

Actually, this is just a bigger problem that affects me outside of the club scene. I have low confidence when cold approaching non-Asian girls.

Any advice on how to get over this?

Start approaching alot of non-asian girls...