Two different questions
Self-efficacy answers the question: can I do this? It refers to a concrete task and grows through practice and success.
Self-worth answers a different question: am I enough? It does not refer to a task but to you.
Why the confusion is expensive
If you answer the second question with the tool for the first, it works briefly. A passed exam, a good presentation, a compliment. It holds until the next doubt.
That explains an experience many people have: the competence grows and grows, and the feeling stays the same.
What the research suggests
On self-worth, research suggests that it is not the level that is decisive but its conditions. Not how much, but what it depends on.
A self-worth tied to performance and recognition fluctuates with every piece of feedback. That is exhausting, regardless of how high it currently stands.
The research is largely cross sectional. The connections are well documented, the direction of effect is not.
What that means in practice
Training is not wrong. It is just the answer to the other question. If you notice that you are collecting courses and the feeling stays the same, you are probably collecting answers to a question you never asked.
A test for you
Think of your last good piece of feedback. If you immediately played it down, it was not about competence. Competence doubts sound different, they sound like I cannot do that yet, not like they were mistaken about me.