I came to guitar tricks a few years ago as an intermediate player. I had been playing for 20 years or so and had 1 year or private instruction under my belt.
Like you, I went through the fundamentals 1 and 2 courses pretty quickly and moved onto the blues course. When I got to the second part of the blues course, I hit a point where it was challenging and had to slow down.
Whether you focus on the holes you have in your theory or not depends on your goals.
At first I was pretty eager to fill the holes in my theory. I was going to learn how to read music, learn the notes all up and down and across the fretbaord. I was going to learn modes and all sorts of scales. I was going to do this thing right this time around.
I learned the fretboard better, learned some new scale shapes, but found it really wasn't making me a better guitar player in my eyes. I found that I got much more pleasure out of digging through the songlist and learning songs.
So I took another look at what it was that I wanted to accomplish and asked a lot of questions here. I focused on the improvisational aspects of the blues course and started working with some backing tracks. I started recording my playing. I had an opportunity to join a band. I ended up in a completely different direction.
I discovered that I enjoyed learning songs. I discovered that I enjoyed learning songs and letting myself "get away" with not getting it entirely note for note. I could get it "close enough" to where I could play it easily and 90% of people listening wouldn't know it wasn't exact. I learned that many people appreciate the personal stamp and making it your own.
So that's where I have ended up. Now I go back and look at different techniques and theory ideas that can help me with what I'm doing. I have found that when I have an application for something, I grasp it better and feel more motivated.
That's my story...doesn't have to be your story. Nothing wrong with digging into theory and enjoying that sort of discovery. On the other hand, there's nothing wrong with learning and enjoying songs and filling in some of those theory holes as you go along.
Do you have any specific goals? Specific goals like "I want to learn song xyz" or " I want to play in an original music band" are better than "I want to be Joe Satriani" or "I want to be an awesome guitar player".