- and 2. are hardly unique to your case. Literally no mathematician has ever avoided these two "problems" (I prefer to call them "challenges") at any stage of their careers.
"While I do in general understand many of the proof, I find it difficult/ impossible to construct the proof. Is this a matter of a lack of practice?"
Yes. It's hard for everyone, especially at first. Keep at it and you'll be astonished at how your mind adapts. "Mathematics is not a spectator sport."
"Should I be asking help in understanding the proof whenever I am facing a brick wall?"
In the early stages of your education, only after trying your absolute hardest to understand the proof, consulting other references if need be, should you perhaps ask for a hint about a proof or a solution. Be honest to yourself - only ask for help when you have actually exhausted all other options. You only hurt yourself by asking for help prematurely.
"Should I be expecting pure mathematics to be time-consuming?"
Yes. It's hard, and that makes it worth doing. Individual results in mathematics (pure or otherwise) are culminations of weeks to months to years to decades of thoughts and ideas. Centuries if you include your predecessors that added to the foundations of these ideas. If you are studying mathematics full-time and your problems do not take you very much time to solve, chances are you should be looking at harder problems.