Maybe it's just me but every time I try do more than a few things at once, even if they are fun (programming, book or many books, language learning, deep dive into a director's films, and even stuff like long story-heavy video games) I end up making very slow progress, not retaining much, and feel "stressed" about time management.
My solution was to do less and allot more time to relaxing. Nothing bad's going to happen if I push some of my lower priority projects to a later date when I am done with others. I do work full time and have a fairly active social life so I may have less time than you. What I learned I personally a) do not have time/energy for more than two projects at the same time b) cannot last more than a few weeks being "productive" 24/7 - I need non-sleep relax time.
--
For a more concrete answer - make a schedule and realistic goals. Looks like reading and data science and fit into a schedule of at least an hour a day (never more than every other day) in which you can make progress. Try to make a schedule and stick to it - once you have a routine it's easy. Not sure what the art one is, but if it's more about creativity than raw practice you can wait till you feel inspired to make something and clear out some time. Do give yourself time to relax though.