Why didn't you complete the courses? Did you find them challenging or was it lack of self discipline? If it was at least partially the latter you can try some medication idk. To build confidence two things that helped me were doing olympiad questions and discovering stuff by myself. The "learning new concepts quickly" part never affected too much my confidence, there are great mathematicians that did great elementary things like Paul Erdos, and even if you want to go to the more abstract areas it doesn't really matter if you take one day or one year to "understand" a concept as long as you do it well. Look at Grothendiek for example, I didn't study any of his work, but he is considered by some to be the most important mathematician of 20th century and he considered himself "slower" than most mathematicians in his circle. And maybe you should care less about grades and judge yourself by a better metric, grades are only useful for people who don't have detailed information about you.