I'm self taught in my profession, and work at a pretty high level so I know at least personally what high quality self education looks like. For me, structured courses are total crap. Lecture and powerpoint is shit. Did I say that firmly enough? :)
The way I've always tackled big subjects is to sit down and write out what a comprehensive body of knowledge for that subject looks like. It's probably incomplete at this point. Doesn't matter, that will be figured out later.
Step 2 is to break the subjects out into weighted sections, most important, most foundational first. Like the body, some of this weighting will be wrong. :)
Step 3 is to get each subject's concept down pat first.
Step 4, once the concept is clear, study details, practical application/lab it up! Reading only is no good. Has to be hands on and methodically proven, otherwise it won't take or the knowledge won't be deep enough.
Step 5, repeat for the rest of the subjects. Adjust the body of knowledge and subjects as needed.
Nice to have is access to an 'expert' to bounce things off when stuck or when needing to know how theory works in reality, how to avoid common mistakes, etc. Forums are a good substitute but it's important to vet who you're talking to. Everyone loves giving advice whether they're qualified to give it or not. The loudest and most opinionated are not always the most useful. Welcome to the internet. ;)
FWIW I used to be a trainer in my field as well and got many people past professional exams and more importantly had them leave classes better at their jobs, so I know this method doesn't just work for me, haha!
I'm also very jealous of folks that can learn well in traditional classroom/lecture environments. I tried in public school and college, I had to leave before I jumped out the window one day. :D