While it is difficult, or almost quite impossible, to accurately evaluate over the Internet why you seem to be struggling so much with your Ashtanga practice, it sounds to me as there are a number of things you could try, depending on what the causes of your problems are.

I have not myself had those feelings you describe.

You suggest implicitly that you might benefit more from a led class. If so, then you could try a complimentary home practice with the guidance of a DVD, as an alternative. There are several prominent Ashtanga teachers who can guide you this way, step by step, through the Primary Series. Melanie Fawer, John Scott, David Swenson, Kino Macgregor, and so on.

When I started yoga, I was taught in a led class for the first six months, and only then moved into the Mysore style format, and if you find it hard to remember all the things that eventually should come to you naturally in one continuous flow, it might be that you have started the Mysore style a bit too soon, since this teaching style does require more autonomy of the student, especially in a big class. So, that could be part of your problem. Maybe having a talk with the teacher(s) about what classes they offer, and above all ask (talk to) him/her about what s/he thinks might be your problem or how to deal with it. After all, your teacher has seen you practice, but none of us here has. In Mysore, one day (Fridays) of the week is led Primary.

Another thing that I am sensing is that you seem to be struggling with those infamous six poisons, as we all do, and if this is the real issue, I would recommend that you have a closer look at yoga philosophy regarding the yamas, niyamas and the five kleshas, etc.:

   “Cultivating a yoga practice is not just about physical flexibility and strength. Cultivating awareness is not about race, gender, or class—it's about waking up to who we are and our place in the world. That is why we start with the yamas.
   The heart of yoga is the cultivation of equilibrium in mind and body so that one can wake up to the reality of being alive, which includes not just joy and health but impermanence, aging, suffering, and death. A yoga practice that excludes the shadows of illness or aging cuts itself off from the truths of being alive. Similarly, a practice that focuses exclusively on physical culture and the performance of yoga poses at the expense of psychological understanding and transformation is a one-sided practice. Without the balanced practice of all eight limbs, and a path rooted in the first limb especially, yoga practice can easily become another form of materialism.”

(p. 63, The Inner Tradition of Yoga: A Guide to Yoga Philosophy for the Contemporary Practitioner, by Michael Stone, 2008)

Another excellent book I would recommend, if you are so (spiritually/philosophically) inclined is A Path with Heart: A Guide through the Perils and Promises of Spiritual Life, by Jack Kornfield (1993).

The latter book is a basic guide to buddhist meditation for Westerners. I think both writers are also psychologists/psychotherapists.

You could of course also try another yoga style, or another teacher.

I just read an article that might be of interest:

Joy Story, by Sally Kempton
    http://www.yogajournal.com/lifestyle/1317

Yoga teaches us that happiness is always available to us, no matter what our circumstances. Here's a hint for how to tap into it: Look within --

The Sanskrit words used in yoga point to different levels/qualities of joy:
 • Sukha (ease, fleeting pleasure) vs Duhka (suffering)
 • Santosha (contentment)
 • Mudita (spiritual happiness)
 • Ananda (complete bliss, beyond comprehension)

Sukha, with its opposite duhka, is the joy that depends on circumstances, and often corresponding to the typical reaction of attachment (raga), or aversion (dvesa) to suffering. We are reminded not to let external conditions determine our happiness, but instead cultivate a practice that step by step brings forth a more profound transformational joy, though incidentally, not with the direct intention of becoming happy, but by attitude change and self-inquiry, when we let go of grudges, unrealistic ambitions and egoistic demands, and practice gratitude and lovingkindness to ourselves and one another, avoiding 'asmita', the stories of "I, me and mine", which are produced by a mechanism in the mind called 'ahankara', or the "I-maker". Just leave it alone and rest in the expanding space of the heart.