If it isn’t your boss who’s telling you everything you’re doing wrong, would you be able to go to them and share your concerns, get some advice or feedback etc?
I’ve had colleagues like this before, just remember they’re not perfect either (indeed, some of mine who did this to me, were much worse in other ways than I was), but constant criticism can be really demoralising and have a negative impact on your work. Get some perspective from someone you can trust.
I second the suggestion of writing things down, too. It’s amazing the stuff you think you’ll remember but don’t!