Well at the very least, English language and maths GCSE are used as literacy/numeracy targets by the government and are not uncommonly expected by employers, or an equivalent (e.g. functional skills qualifications in the same).
Fundamentally you will not be achieving the same benchmarks as the majority of other young people in the country which I think is a concern, as at minimum workplaces are unlikely to accept a udemy course to prove literacy/numeracy in the way a maths/English language GCSE or functional skills qualification would be (thus potentially necessitating you do those later anyway - possibly as an adult learner). Granted in the case of employers I've never had them actually check my GCSE certificates when they ask for those. However also most universities require at least GCSE English language/maths or equivalent, and most apprenticeships similarly expect that level and proof of literacy/numeracy, and universities certainly generally do require you the certificates from your qualifications and aren't likely to accept udemy courses in lieu of a formal academic qualification.
Are you planning to do A-levels or something for your 16-18 education? Or are they just intending to do more of these courses? If you get functional skills/GCSE English lang/maths then somehow prepare the material you would need from GCSE for any given A-levels (or similar e.g. BTEC, IB, etc) you take, and then follow the A-level (or other level 3 qualification syllabus) then that gives you some more options. If their expectation is you just do more "advanced" udemy courses in lieu of those as well then that's really going to severely limit your options to the Open Uni (which has foundation modules for those with minimal/disrupted education or who have been out of education for a long time) or starting in a minimum wage job and hoping to advance from that.
You might be able to do some things with just those courses (retail, food services, similar), although you'll almost certainly need some kind of functional skills English lang/maths at some point even for those things, but not "anything" as your parents seem to believe...?