In general, "having a deep understanding of models & techniques in full detail" is not well-defined. For example, analysis of linear regression is often offered as a full year-long sequence for graduate students in math/stats depts. Is this necessary for doing linear regression in practice? Not really, but who cares - it's interesting stuff in its own right. Most people just need just enough understanding to finish a job.
In general, the precise medium that you use to study something isn't that important as long as it works for you, but there is a good reason that there are longstanding classic textbooks that people swear by in most fields of mathematics. I do strongly feel that in the context of any mathematical subject, that there are few substitutes to the grind - doing proofs and solving problems on your own.
Okay, but just to have at least one link in my post, I want to share this guy MathematicalMonk who used to make really great videos on ml-related stuff: