My questions based on your tactical set-up:
Do your center-backs have the quickness, positioning, anticipation, and concentration to play a high line?
What is the gap like between your DMs and your AP? Are they able to get the ball to him without giving away possession? Does your AP have options when he is on the ball? Does he have the vision, composure, and decisions to pick out the right options and not give the ball away?
If you are not able to distribute and keep hold of the ball, this could lead to dangerous counter attacks, which will be especially successful against your high defensive line.
You're also doing a lot of pressing. Does your team have the work rate and stamina to pull this off and maintain it over 90 minutes? And when you are conceding, is it because your team is out of position due to constant pressing?
You need to look at the goals you are conceding and look at what is actually unfolding on the pitch. How the opposition chance began. Where your players were and why they were there, etc.