Logical analysis of your conclusion
Your conclusion is:
I don't have the theoretical background
But your supporting arguments fail to support that conclusion:
Whatever theory I know about them is through self study and through
work experience. I understand the concepts of the methods, but I never
got a chance to have a formal course with exams and assignments on the
subjects. So, my self study hasn't been very meticulous.
Let's take those sentences in order...
Whatever theory I know about them is through self study and through
work experience.
This is actually 2 statements against your conclusion: 1) you have studied the topics on your own, and 2) you have work experience in the topics. Both of those are supporting evidence of having theoretical background, not of lacking it.
I understand the concepts of the methods, but I never got a chance to
have a formal course with exams and assignments on the subjects.
Again, 2 statements in 1 sentence.
1) I understand the concepts of the methods
I can only repeat what I said for the previous sentence. This is another statement supporting the presence of theoretical background, not the lack of it.
2) I never got a chance to have a formal course with exams and assignments on the subjects.
We are now 4 statements in before we find one that does not counter your conclusion. This neither counters it nor supports it. This is a neutral statement on its own (though combined with a later statement it will help your conclusion a little).
Having a formal course with exams and assignments is not the only way to have the theoretical background. In fact, exams and many assignments do not provide you with it at all, they tend to be merely a measuring tool to see if you have the knowledge, not a vector of providing it.
So, my self study hasn't been very meticulous.
If you had just said "My self study hasn't been very meticulous," then I may have been more concerned. However, you prefixed it with "So, […]" That makes a difference.
If this statement is a conclusion from the preceding statements (I.e., the prefixing "so"), then it is utter nonsense. No preceding statements lead to this conclusion.
If, on the other hand, the prefix was not meant in that way and this is a separate assertion you are making, then let's include that in the analysis: If you combine this with "I never got a […] formal course" with "[…]hasn't been very meticulous" then we finally have the first bit of logic to support the conclusion in your title.
Solution
If "[…]hasn't been very meticulous" is true to the point that your understanding is lacking - which is not given, but could be true - then all you need to do is study more meticulously.
Identify the classes that you are worried about not being knowledgeable enough about. Buy the textbooks for those classes. Study them meticulously. Now your problem is fixed.
...but you might be just fine how you are
My situation was not all the same, but there are some comparisons that should be useful to you.
My father studied electrical engineering, and I studied his college textbooks while I was young. In high school, I studied textbooks for my own chosen topic. In college I expected to learn many new things, but instead I was quite disappointed. I found that I did not encounter anything in formal courses for my field that improved my theoretical background until close to the end of my studies. And even then, there wasn't much that I had missed from my own private studies in high school, and what little I did miss could have been taken care of by buying the textbooks for those classes and doing more self study.
So I was at one time in a position similar to yours, of having the self-study book-taught knowledge and hoping for more from formal classes. Now, I am in the position that you might be considering: I have since taken the classes. I did get a little bit out of those classes, but it was certainly not worth the time that I sunk into the entire ordeal and I regret the time I lost.
Whether it would be worth it is something you need to figure out for yourself. If your statement "was not meticulous" is true enough, maybe it would be worth it for you. But if you suffered imposter syndrome as I did, you'll mostly be reinforcing the self confidence in realizing that you already knew it.