We've "gotten very meta" on this topic, but this is a perfect example of where the meta information is hugely important and helpful.
One thing I feel needs to be added with regard to training, as I'm someone who does it, is that it is generally tightly constrained both by time and money (the former of which almost always being a function of availability of the latter). It is impossible to teach everything about a screen reader, or even close to it, and I know of no one, including individuals who are far, far, far more skilled than myself with a given screen reader knowing anything close to everything about it. We do what we can with what we know, will admit what we don't know, and will try to research questions that we don't know the answer to in real time during training when that's feasible and before the next session when not.
Both instructors and users will find themselves in positions where they have to dig for information, and often from multiple sources, and the more arcane the information the more likely it is that turning to groups like this will be necessary and, quite often, the fastest way to get an answer. There's almost invariably someone else who's suffered through the same issue you're facing.
That being said, anyone receiving screen reader training that's focused on beginners needs to realize that this is exactly what you're getting. The intent is to get you up and running and able to do "the most common and simple things" yourself quickly. These basic skills are meant to be built upon by ongoing independent study. Basic training will never focus on advanced skills and, if you have a good instructor, they will have told you enough about how to start noodling around and looking at your screen reader settings and/or search those (which I hope will become possible in NVDA in the foreseeable future) so that you can do your own problem solving. And that's not to say you shouldn't ask for help, either, but sometimes help will not be forthcoming and it will be you, and your own tenacity and initiative, that ultimately uncovers the solution. Then you'll be the subject matter expert for a particular arcane issue when someone asks about it in the future.
And it isn't just screen readers where all of the above applies. After more than 30 years in the computing world I can tell you it applies universally when it comes to training and learning any complex software (or any complex thing outside the computing world, for that matter - think musical instruments for a very clear example). Also accept that except in very constrained circumstances, practice seldom makes perfect, just much better. You have to decide what's good enough for you and your purposes.
Brian - Windows 10 Pro, 64-Bit, Version 1903, Build 18362
The color of truth is grey.
~ André Gide