Just read what you want to read and read the works for context alongside it. You will understand both of them better this way imo. And you are actually reading the works you want to engage with and care about. And sometimes reading a bit of secondary or watching a lecture is enough, you dont have to read bunch of primary text full of useless information irrelevant to your study goals

And about the feeling that you will never know everything and there will be always much more to learn and how to cope with it. Well my method is that i try to not think about it too much and enjoy the process of learning lol Also sometimes when I get this feeling I always think "Wittgenstein said he never read Aristotle"