Usually missing basics, that's the main issue of a missing theoretical education.
This is not really a big issue as long as you learn them along side. Don't just practice as a work implementations. They are very important and will help you get better as well but as always balance is key.
Try algorithms yourself and watch some youtube videos from the different universities or other sources. Esp try to really understand why certain approaches are better in certain use-cases.
Other difficulties could be elitism, the imposter syndrom, you need to have 10 years of experience but no one is willing to give you a chance is one of my favorites.