For the latter problem, unfortunately, there's no royal road to mathematics, as they say. If you want to learn something, you're going to have to put in the time. My biggest advice here is to make sure you're applying the knowledge somehow. If you're studying something but never putting it into practice (and the study is not its own reward), then you're going to be frustrated later when you try to use all of these skills you think you understand. Kent Beck has a good quote about technique and discipline. He says, essentially, no book about gardening, no matter how good it is, will make you a gardener. You have to pull some weeds and trim some hedges. Maybe join a community of gardeners and learn about the practice of others. That's what makes you a gardener. This doesn't apply if you're just learning for the sake of learning, of course, but it sounded to me like you actually wanted to master a technique.
For the latter problem, it sounds like you're finally running into the reality that your time on this earth is a scarce resource. I don't mean that to be condescending; it didn't sink in for me until I was about 30. But the reality is that you won't be able to do everything, and tracking your progress really isn't the problem. You're going to have to choose precisely the things you want to do. But here's the thing: that choice is not permanent and almost certainly will not hold over your entire life. I like two quotes by Seneca and Thoreau (respectively) here. Thoreau says that a wise man remembers that the sun rose clear, and Seneca said that each day is a stage upon life's journey. Those may sound like cliches, but you need to really understand them. Every day you get a fresh start and you get to choose what matters to you. If every day you wake up and decide "I want to know ML mathematics," then by all means do that. Figure out what you already know and what you need to know next. But it's OK if these things change from one day to the next. That's part of the journey of life.
Last but not least, I got some good advice from the books "How to Get Lucky" and "Refuse to Choose." The latter was about imposing some structure on yourself if you truly get stuck deciding in the moment. I don't give myself a hard schedule, but I pick 6-12 things I want to work on (because I'm a person with a lot of natural interests) and I stick to what I'm doing for about 30 minutes. That gives me enough structure to force myself to follow through and not feel like I'm missing out on my other passions. And lastly when I'm really stuck about which thing to do next, I list my options and flip a coin. If you have problems with decisiveness like I do, this sounds stupid but it will move you out of your head and into action. It's a meaningless superstition but it works.
Good luck!