Any books you can recommend that are similar to the Soviet Math textbooks you talked about?
For examples of beautifully crafted exercises see this: https://www.imaginary.org/sites/default/files/taskbook_arnol...
There are plenty of books in Western literature where exercises are also very good, and not only in math, but other fields too. One that comes to mind is Jon Bentley's "Programming Pearls", which has very well chosen exercises.
https://archive.org/details/MathematicsItsContentsMethodsAnd...