I think you can relax. I only recently started to get out of the very place you are in (but it seems you are getting there). It started with the pentatonic scales; my teacher would give me one, I would learn it, then he would give me another and say "Integrate this with what you already know". I would rip along and then hit a wall, totally lost as to where to go next. I can now move through all of the pentatonic scales with ease but guess what, he's throwing modes at me now.
Wayne