Maths is an axcellent degree. Don't feel bad and under-estimate your achievements here. The problem is not you as such, but the fact that these companies have too many applications and too few jobs available for graduates. Keep applying and always keep your options open. Don't bother applying for things you clearly don't have the skills for though - I've made this mistake. Apply for jobs where you clearly match the role.
The numerical tests are more about accuracy than speed. Both are important, but if in doubt, either skip the question or work at getting it correct. Don't guess if you can avoid it. The situational tests are all about avoiding both confrontation and criticising anyone directly to their face. Take ownership of tasks and make decisions rather than ask all the time for help is something I've noted as well. The diagram tests can usually be practised quite easily. Look for patterns in shape, colour, size and number of objects.
You can use Microsoft Xbox game bar (comes preinstalled on all Windows machines) to take screenshots of all tests using the "windows key + alt key + PrtSc" key. This is useful so that you can look back on previous tests.
I would look up terms in job descriptions such as "mathematical modelling" or "statistician". These should highlight some more relevant jobs. Data science is an area you should continue to apply to, provided you've done any form of advanced statistics that the industry uses, e.g. POD, Fourier analysis with signal processing or whatever. I'd avoid anything related to engineering. Ignore any feedback you get - most of it is rubbish/ made-up. Only occassionally do you actually get useful feedback.
Regardng mental health, it is helpful to have some hobbies that you can take part in during the application process. This can be MOOC courses, home projects, sports clubs etc. This is useful because occassionally you can use them on your CV and you can also mention them during interviews. It also allows you to make good use of your time, if you aren't already in part-time/full-time work.