I would like to improve my skills but looking at udemy i find only beginner courses (which are really good!) but is there a good source to learn more advanced techniques ?
Develop games in your browser. Powerful, performant & highly capable.
udemy has a few, and then microsoft has 2 which delve into many areas of complexity. A lot of the guys twitch as well, a look over their shoulder deal.
In the end, google is your friend.
For those looking for the microsoft advanced course and who couldn't make the live event:
Construct 2 Advanced Game Development