What challenges do self-taught programmers typically encounter when transitioning to real-life projects after learning from online courses?

Your assumption that self taught means online courses is a bad assumption.

Self taught means getting into the code with your own projects and figuring things out from scratch.

Many years ago, a friend of mine who is self taught was asked by a fellow programmer who was formally taught to help set up an index in a file system in COBOL

In about 30 minutes, from a cold start, he had designed and coded a b+ tree index in COBOL, then suggested several optimizations should they want to make it more efficient. The person asking for help decided that he was really a coder, not a programmer.

I am a self taught programmer. The only online courses I have taken were some of Andrew Ng’s lectures on deep learning systems, after a couple of decades in the industry.