A big thing with proof heavy courses is giving your brain time to process and think. It may be helpful to read through a section, read all the questions, jot down your initial ideas, and come back to them again a little later. This will help both with retaining the concepts, and with giving you time to think. Schedule the time you’re spending on the work; your ability to do proof heavy math decreases significantly over a long, single block of studying.
Try interspersing your study time with different subjects, or other tasks and activities.
Pay attention to how long you can work effectively on your work; that should give you a baseline for how long your maximum scheduled study length should be.