I'm really struggling with sorting out my defense as well. I watched some streams the other day and it was definitely a theme.
From what I can tell in my save the defense is pushing way to high up the pitch even in a lower block, low line of engagement and a cautious mentality. I noticed my back 4 standing on the halfway line with this set up. DM's are also push too high up. I'm using an anchorman and even with a cautious mentality he is almost arriving late in the box.