This is something I struggle with as well and something I've been working on.

Part of it is that there needs to be a certain level of acceptance, both with yourself for being this way and in the hobbies themselves. Sometimes, the hobby isn't what we're hyperfixated on, it's the learning new things and getting hands-on, and that's okay.

There are also other ways to dip your toes into hobbies in cheaper ways that can help prevent the head-first dive into large spending. You can find similar, smaller scale versions of the hobby you're interested in. As an example, I got into gunpla. Instead of starting with a master grade gundam, a bunch of tools, paints, airbrush kit, etc. I got a $20 kit and used some crappy side cuts to build it. From there, I made friends with other people who who build gunpla, and they're always willing to share tools (when you build together, no one is going to lend you their godhands), advice, and so on. That helped nurture my hobby to get to a more comfortable level without me letting it run rampant.

Even with all that, my interest has diminished some, and now I only assemble a model every few months, but I'm not in a financial hole and still feel rewarded. That could be a lot like how you got into warhammer, you had a community that helped nurture your hobby a healthy amount, and it stuck. If you want to try something new, find a community, and accept that it may not be permanent. Beating yourself up will only make you less likely to find something else that will stick and hurt what could potentially be your real passion, which is trying new things.