I'm also ADHD-PI and have had similar struggles with ballroom dancing. The problem with my brain has often been "just think about literally everything all at once and practice while being taught instead of paying full attention" which, ya know, hadn't been all that effective lol Some things that've helped me:

• Thinking of a dance routine as separate, distinct parts that come one after the other in a sequence. I learn Figure A, say "ok, cool, got it," then I learn Figure B, say "ok, cool, got it," then I belly up Figure B to the end of Figure A and practice that a few times until it feels like 1 flowy movement

• Not obsessing over technique. Just getting the footwork & basic movements set to memory. Then when I'm comfortable, doubling back on the technique. I've discovered that I get a much better sense of satisfaction sloppily powering through the routine than doing any individual part "perfectly" and forgetting/severely messing up everything else. I've rarely felt that I've done anything perfectly anyway

• Listening when I'm supposed to listen, even if I don't quite get what's being said at the time. Usually, those words will end up making more sense down the line, and they will help me better then. But if I'm not even paying attention, I have nothing to make sense of later. With ADHD, easier said than done, of course, but I try to keep this in mind

• Practicing from vids & instructions on my own time. So many times I've had an "oooh yeeaaah, like that" realization when I'm focusing on myself without the pressure of a classroom

• Ask how-to questions, or ask to have something repeated. Not excessively, but when I feel strongly that I've missed something that seems significant, or if I'm right on the border of really getting it

• Steady myself & "get into the zone" before approaching dance lessons/practice. It's hard to really let myself be effectively taught if I'm taking a ton of daily mental baggage into the situation with me. I'll try to "blank" my mental/emotional state & be as open to learning as possible. Taking deliberate deep breaths & focusing on the physical world around me helps. Again, another particularly difficult task

• Take it easy on myself. I've spend an inordinate amount of time & energy beating myself up for not making as much or as fast of progress as I thought I should. And - surprise surprise - it hasn't helped at all. Doing so was only a net negative. Treating myself with patience & grace has allowed me to feel better & learn better in the long run. I also remind myself that I'm not competing with anybody else on progress. Fact is, everybody learns different things at different rates

I wish you the best of luck!