Yea, it's difficult, especially because the right way to interpret them is both confusing and unhelpful.
Why do I care about the properties of my test if it doesn't say anything about the what I should know about the thing I'm measuring in this specific case. Covering the true parameter 95% of the time is useless if I can't make that leap to saying this one contains it 95% of the time.
It's so confusing, and I say this as someone who has devoted all of their adult life to statistics.