Is the anxiety over your son because of the mistakes he is making or because bringing up his mistakes is causing stress in your relationship with him?

You are right that he may have to learn the hard way. That doesn't mean you can't give him advice. But if he won't follow it and you keep pushing it, it will probably make him even less likely to consider your advice. Rather than thinking that your choice is to either to try to advise him or to leave him to his own life, maybe you can find a middle ground where you offer the advice and then don't bring it up again, leave it to him to decide what to do with it.

I'm not sure if i am even making any sense.

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