I guess the problem is the focus on the rules, mechanics or syntax. It's like trying to understand roundness by having some explain formulas involving Pi.
Just forget the math, look at all the squares, triangles and circles. When you start to notice the sameness between ovals and circles and how they aren't squares you start to get the notion.
When it comes to monads, it's just the mechanics behind why some things, are intuitively composable. You don't need the mechanics if you just get a feeling for it.
In linq this is the feeling that you can stack a bunch of from x in xs from y in ys from ... together and get sensible results without too much thinking. As long as the xs and ys implement SelectMany as a monad it doesn't matter what it does, be it transforming collections, building sql queries or scheduling async tasks, the safe feeling will be there.
If you really want to do the math it might help to identify the level of abstraction we are talking about. For this I found it easier to reach for abstract algebra. Lookup the concept of a monoid and how it relates to you everyday arithmetic, it's roughly the same abstraction leap as the difference between your code and the concept of monads.
Now, monads really are just monoids for a particular kind of binary operation and values. The problem is that understanding monoids in the context of multiplication and addition is easy, you already have good grasp of both the arithmetic and the algebra there. But the compositions that monads describe (kleisly arrows) are probably not something you think about most of the time. Which kind of is like trying to understand abstract algebra without a good grasp on algebra.