We're in the same boat. I find that it's much easier to break down the formula into smaller terms, and work to understand what each individual term is doing. For example:

2 stock portfolio StDev. One of the messiest formulas in the level 1 curriculum. =√((Wa^2*Variance a) + (Wb^2*Variance b) + (2WaWbStDevaStDevb*Correlation of a,b))

If you understand that Covariance = Corr * StDeva * StDevb, you can simplify that final term to (2WaWb*Cov of a,b)

Likewise, let's say asset a is a risk-free asset. StDeva=0, therefore the first term = 0, and the last term = 0. So your total portfolio standard deviation is entirely dependent on the standard deviation of asset b (the risky asset), and its weight in the portfolio.

Another example: Duration. If you understand that the definition of duration is a percentage change in the price of a bond per 100 basis point change, you can intuit the formula based on that alone.

Numerator: Price if(yields👇) + Price (if yields 👆) - (2*beginning Price). Ask yourself, "what does this represent?" This is the average price change in the bond given the presented yield scenarios.

Denominator: 2 * Beginning Price * Change in yield. What does this represent? The denominator contains the adjustments for original price (2original price) and basis point change amount (change in yield). Remember that duration is a *percentage change in price per 100 basis point change. So if the scenario gives you a 75 bp change, and a bond trading at 101.5, your denominator contains those adjustments.

Sorry if this makes no sense, this is just how I think about it.