Have you looked at the distance between your 3 AMs and your 2 MCs? It looks like you're trying to create from deep but might actually lack passing options. This probably means you're giving the ball away in situations where the opposition can pick up the ball and run at your team. The AMs are likely too far away to offer any defensive support.
As well as that, you're asking your fullbacks to get forwarded (looks vor overlap and exploit the flanks), leaving the CBs support by two MCs, both on playmaker duties.
Offensively your tactic lacks balance and passing options, which in turn causes defensive issues.
The closing down comes and being out of position from the lack of men behind the wall, meaning the players are constantly trying to recover and react to situations. If your LB runs forward and the roaming MC on that side has roamed. What happens when the ball comes down that flank and you have close down more selected? The LCB has to come across which means the RCB has to also come across. Who covers that space behind him? The RB that has been told to go forward? The DLP on a support instructions? The IF who is on the other side of the pitch?
You have also mentioned about through balls coming through the middle. I can probably guess you are being overrun in midfield and there is always a passing option on for their midfields, leading to uncontested passes through the middle.
How successful is this at home? If it is, awesome, keep it and create a more robust version of it for away games. The fact it’s so shoddy away from home, means it’s a slightly weak tactic. I’m a one tactic fits all type of guy so my away tactic is the same as my home.
To make it more solid I would definitely at a minimum turn one of the MCs into a MC-D. You want this man to be disciplined and not charge around the pitch. He’s protecting the defence, not leaving gaps to be exploited. Lower his closing down and keep an eye on his positioning, tweaking where necessary.
I would change the AMC to a support role or turn down their forward run so they are constantly a passing option. Leave one IF as support and drop the other to an MR or ML and set as a wide midfielder on attack. You can always change the full backs to make one on support and one on attack.
I’ve rambled a bit here and cba going back through to change it. Basically, you’ve hamstrung yourself by telling everyone to bomb forward and then your 2 MCs are holding hands wondering what to do with the ball that they’ve been told to keep hold of. When they ball is finally lost, there aren’t enough players to cover the gaps that have been left.