I can completely relate to everything you wrote haha. I never mastered ш (which I guess is retroflex fricative?) vs щ and I've completely given up on hard vs. soft sounds in Russian because this

>and with lots of "you're kidding me, right? Those sounds are nothing alike"

Is too true. With practice and listening, my pronunciation is naturally improving over time, but I really don't know how to improve it in a faster way. Do you think learning and practicing IPA would do the trick, like you did with Swedish?