My first impression looking at your tactic is that you are too many attacking roles and too much fluidity. This will work fine when your opposition is overwhelmed by it, but when you're against a challenging opponent, a strong well rounded tactic or your team simply becomes a bit complacent there is a strong possibility of being beaten. The changes I suggest below are not set in stone, but I think will give you the best chance of preserving enough creative freedom for your talented players but reigning things in a bit so that they work as a bit more of a cohesive team(hopefully cutting out most of the bad results you are getting).
Keep the basic formation, it's proven to work quite well with the right overall tactic and players so no problems there.
First change, put your DL and DR both onto Fullback Support. This will give you a lot more defence on the wings whilst still giving them the ability to get forward and overlap with your forward players.
Second, DCL and DCR both to Central Defender Defend duty. You've got your midfield and fullbacks to take things forward, you want these players staying back to keep you covered. Give them both personal instructions to Mark Tightly and to Close Down Much Less(this helps to stop them running off chasing wingers and leaving the penalty area open to runners).
Your CM's. One as a Ball Winning Midfielder on Defence, to chase down loose balls and opponents to help you keep control in the centre of the pitch and the other a Deep-lying Playmaker or Roaming Playmaker on Support. As for instructions, give the BWM Shoot Less Often, Dribble Less, Fewer Risky Passes and Mark Tighter. The choice of the other two depends on the players you have, if your players are very well rounded with good attributes all around then go for the Roaming Playmaker, if they are not quite so well rounded and a bit more specialised go for the Deep-lying Playmaker. Instructions for the RPM are, Tackle Harder, Mark Tighter, More Direct Passes, More Risky Passes. Instructions for the DLP are, Close Down More, Tackle Harder, Mark Tighter, More Direct Passes, More Risky Passes. The RPM is the preferred option if you have a good enough player for it, if you're unsure try both out for 4/5 games and see which your First Team Player does better as.
Your AMC, keep his role as is. Instructions wise, Tackle Harder, Mark Tighter, Close Down More and Move into Channels, More Direct Passing.
The AMR and AML, I would go for a Winger on Support and an Inside Forward on Attack or a Winger on Attack and Inside Forward on Support. Which you go for really comes down to your choice, they will function relatively similarly, the second option being the slightly more aggressive combination. Due to the fact you have a lot of players forward and no DM to help fortify the midfield/defense I would go for the first option. Winger Support and Inside Forward attack. In your particular case I'd make the Inside Forward the AMR, as your first team choice there seems to be Messi and you want his danger and creativity attacking into the box with your striker. The instructions are similar regardless which option you pick. The Winger, Cross from the Byline(only needed for the Support Winger, on Attack he already has this), Close Down More, Tackle Harder and Mark Tighter. The Inside Forward, Close Down More, Tackle Harder, Mark Tighter and Sit Narrower.
Your Striker, Complete Forward Attack, perfect choice. Instruction wise, give him, Close Down More, Mark Tighter and More Direct Passes.
As for team instructions.
Shape - Firstly, make the shape Flexible, rather than Fluid. This means they still have some flexibility for creativity, but also means they will always keep the team instructions and personal instructions in mind. Letting you shape them into an effective team, rather than a collection of talented players all running off doing whatever they want which may or may not work. Width to Normal(instructions, roles and player creativity should add the width you need). Tempo to either Normal or Higher(definitely not Much Higher), this depends a bit on your squad depth, Higher Tempo will need much more active substituting and rotation. Choose as you see fit, I would personally favour Normal for a more controlled affair but Higher can work very nicely with the standard of players, depth of squad and training facilities you have.
Defence – Normal Defensive Line, Closing Down set to More. Prevent Short GK Distribution and Use Tighter Marking.
Build Up – Play out of Defense, Exploit the Left and Right Flanks, Shorter Passing(we gave Direct and Risky passing to the players we wanted to have it in the personal instructions, everyone else should focus on keeping possession), Retain Possession(A must have if you're Looking for Overlap and Working the Ball into the box).
Attacking – Look for Overlap, Work Ball into the Box and Mixed Crosses.
The last note I would say is that playing with Attacking Mentality is fine, but be prepared to move to Control or Counter as needed during matches. You will still continue to attack regardless, even if you went on Defensive(which I wouldn't recommend anyway, Counter is usually sufficient). But being willing to swap to Control or even Counter against more challenging opponents as needed during matches will help your results.
So that'll about do it for the moment. The changes I've made are with the basic overall aim to make your players work more as a team and in a more balanced fashion rather than neglecting defence as they would have been prone to doing before. You should still have plenty of attack and attractive football, but hopefully more reliable results.
Hope this helps, let me know if you have any questions and how it works out for you.