Wasserman's All of Statistics is a really good introduction to mathematical statistics (the Gelman stuff above are more practically and analytically focused).
But yeah, it would probably be easier to find a good statistics course at a local university and try to audit it or do it at night.
Data Analysis... https://sites.stat.columbia.edu/gelman/arm/ Regression and Other Stories: https://avehtari.github.io/ROS-Examples/
Wasserman's All of Statistics is a really good introduction to mathematical statistics (the Gelman stuff above are more practically and analytically focused).
But yeah, it would probably be easier to find a good statistics course at a local university and try to audit it or do it at night.