You just need different approaches to study different subjects.
Here is an approach which works for me which you might also find useful. There is too much out there to Study and Time is limited so the first thing to do is to Skim, Pick out the main Ideas/Concepts, Figure out their relevance to you and only after that revisit the Topics again if needed in Depth and doing the Exercises as needed. You need multiple passes over the subject matter, each focusing on different aspects and the last couple of passes putting everything together in a personal mental model.
Here is a secret which you might find reassuring :-) Most people (including myself) don't do exercises. Merely doing exercises is overrated. What one needs to do is Read a book, follow closely any worked out examples and try and get at the essence of things; Everything else is secondary.
For example when i first read SICP years ago, i was working on Protocol State Machines and was stuck (at work) on how to design a verification framework for the same which our clients needed to satisfy themselves that our implementation worked correctly as the official specifications laid out. SICP gave me enough knowledge to understand the problem and the enthusiasm to design a simple DSL to solve the same. Thus by reading it and without doing a single exercise (nor learning Scheme well) i had a huge ROI on my Time invested in reading that book.
So have confidence in yourself, and read anything and everything that you find interesting without beating up yourself over not doing it "properly". The point is to get exposed to new concepts/ideas and gain new perspectives/insights on already known knowledge.
Thankfully there's a ton of resources out there in blogs and YouTube to explain each question and answer. I got stuck and needed to use those maybe 10% of the time at least. No shame in that.
I tried this, but got stuck on the first exercise that had you prove some mathematical thing. I concluded that I was too stupid for the book.