Nymphing is hard. By a mile the hardest method of the basic FFing techniques to learn and master IMO. You don’t have the obvious visual feedback of when you’re doing it wrong like you do with dry flies, and you can’t be sloppy in your methods and still be successful like you can with streamers. (I've caught fish on streamers while eating a granola bar with my line just dangling downstream of me in the current and my rod under my armpit.)
Admittedly, I don’t nymph much, and I’m not very good at it. Like you, I’m trying to commit to working on it and getting better though. Anyway, I agree that you’re probably making things too complicated…For the most part, it’s not the leader. Learn a basic, proven, and reliable leader setup, and focus your attention and time on technique with that same consistent set up. Once you start to improve and learn what catches fish technique wise, then begin to experiment and dial in your leader set up toward what might work best for you…You’ll start to figure that out on the way as you see what specific techniques are successful for you. Improving your technique will catch you 95% of the fish…Improving your leader set up will catch you that last 5% of the difficult ones…If that makes sense.
In support of what others have posted so far, I think there’s two basic set ups to consider, with some pros and cons to each:
1. Store bought tapered leaders, longer probably being better than shorter when it comes to nymphing. Attach your first nymph to the tippet end, and attach your second nymph to the hook bend of the first nymph, with tippet one size lighter than the tippet end of the leader you bought. When the tippet end of the leader begins to shorten, add some additional tippet of equal size like you would when building your own leaders. Do this until the tapered leader begins to get too far up into the butt section to where you’d have to tie in multiple sizes of tippet to continue the taper. Throw the leader away, repeat.
2. Store bought furled leaders. (This is what I would do.) The pros will tell you it’s probably not as effective as a tapered leader for nymphing, and they’re probably right, but they’re easier to use and they last a lot longer without having to change them out. More expensive, but not by much, and they easily pay for themselves when compared to having to replace tapered leaders as you cut them back and use them. These are usually shorter out of the box, so attach an appropriate amount of tippet for the depth of water you are fishing to the end of the furled leader. Attach your first nymph to this. Attach your second nymph to the bend of the hook of the first with tippet one size smaller. (Going down one tippet size for the bottom nymph helps with only losing one fly when you get snagged sometimes.)
^Neither of these setups are perfect nymphing set ups. But they’re relatively easy to use and consistently repeat, and you don’t have to worry about the leader being the wrong taper being the issue. You can attach indicators and shot as needed with both of these. Experiment with that and focus on your technique. Worry about building the perfect leader for you later once you figure the basics out.