I strongly recommend that you look into NSF’s REU (Research Experience for Undergraduates) program and apply to some for this summer. Summer REUs are a great way for you to experience what it is like to work in some of the fields you say you are interested in. They also be a great way to gain confidence and assess your skills outside of the classrooms. REU advisors can be helpful in helping you choose graduate programs and can even have influential recommendations because they will have worked more closely with you than professors have. Do not be discouraged if you get rejected from a few. Apply to as many as interest you. REUs get many applicants.
Also if you are a woman then look into Smith college as they have a program specifically for females interested in mathematics. There might be some potential advisors who could better guide you toward what course work you should be taken given your interests.
Finally how math is taught is HUGE. When people who tend to think like applied mathematicians or engineers take courses that are more geared toward pure mathematicians they can feel completely lost. That is not at all unusual. For future math classes you might want to look into alternative math textbooks and maybe even online lectures taught by somebody who comes from a more applied background. You might then find that the material is a bit easier to understand and that will then help you access the math the way it is being taught to you at your school.