sounds very normal to me
I tihink that you are showing a good talent for understanding your own learning curve, that will serve you well.
some comments below to assist:
1. My taxiing is totally s$%t. I cannot seem to get the right instincts in my feet to keep it easily running straight and true.
It will come. Normal at this stage. Keep at it. I had a problem as all my foot steering was learnt on soapbox carts with a beam front axle which works teh other way. Just remember right foot to turn right. Soon you will have that down but struggle with positioing the ailerons during taxi to match the wind !
2. I am holding the yolk in a death grip rather than feeling the ailerons touching the air as I know I should be. I have spent my whole life sailing boats, I think I know just what that should feel like. Can't get there.
Also normal at this stage. High workload is the main cause. Everyone says 'just hold the yoke with finger and thumb' but easier said than done. This will come. Concentrate on learning and understanding the concept of angle of attack and how much energy the aircraft has.. many parallels to sailing, you just need to find them
3. I am fixating on the VSI rather than the horizon.
Try asking your intructor to cover up the panel or, better , use pvc tape or a grease pencil to make a reference mark on the windscreen to reference the horizon so you can just use that. Forbid yourself to look inside. No need. Trust that if you have the power set correctly and the pitch set, you will fly correctly ! pitch and heading can be determined by looking out of the window.. Pick a visual reference point to fly towards for each heading you need to fly.
4. I still really have no idea what the rudder is for! I sort of randomly poke at it when I happen to see the ball has drifted off too far. Basically I 'steer' the plane with the ailerons.
Yes, also normal. Also related to the taxiing point. Tell your instructor that you need to review this and next time you roll (steer) in to a turn watch the prop spinner against the horizon, You will be suprised to see that it initially moves the wrong way in a turn. You will eventually learn the muscle memory to use the rudder to correct this but it can take a long time. Also ask the instructor to show you how to do dutch rolls, which will help build the understanding and footwork.
The last session was kind of depressing - I seem to be getting worse not better. Instructor throws mnemonics at me with no follow-up. eg "lets look at stalling for prep we use HASELL, or was that Hassle or Hassel [?]". I subsequently have no recall of what the @#$%^ that was meant to stand for - height, away from built-up areas, secure, who knows what else. No time to ask him to repeat and forget to review after landing when he asks 'any questions' while fiddling with his phone. (OK, I just googled it. E is for engine, A might be for airframe. What does that mean? engine still running, airframe still there?)
This is a workload issue and also you probably arent getting a decent preflight brief and even if you are you are probably struggling to remember and apply it. Google or PPRUNE can assist on that - here is what I use
H is for height. - sufficient height to recover safely from whatever you are about to do
A is for airframe - aircraft configured correctly for what you are going to do. Power/Flap setting etc
S is for secure - no loose stuff in the aircraft, seatbelts tight etc
E is for engine - stiil there, yes, also a quick look to make sure all gauges in the green.
L is for location - use ABC, A- Airfields - dont manouever near airfields; B - built up areas - dont manouver near them, C - controlled airspace - be aware that you may inadvertently enter it if a manouver goes badly
L - is for Lookout - most important. Look above , below and turn R & L to be sure noone is nearby
Remember, if it was easy, everyone would be pilots and we would proably have to get jobs as bus drivers.
Hope this helps