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I was wandering if anybody knew any books with difficult exercises on Infinite Series, Mean Value Theorem, perhaps some limits and DE's. Thanks!

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You can try Problems in Calculus by Sameer Bansal

Anirudh Roy
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Some relevant books with challenging content only:

Andreescu : Putnam and Beyond

Andreescu : Problems in Real Analysis: Advanced Calculus on the Real Axis

Makarov : Selected Problems in Real Analysis

Francinou : Oraux X-ENS: Analyse 1

Francinou : Oraux X-ENS: Analyse 4

Kaczor : Problems in Mathematical Analysis I

Kaczor : Problems in Mathematical Analysis II: Continuity and Differentiation

Gabriel Romon
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De Michele - Forti: Esercizi di analisi I. It is a quite difficult book, but I don't know whether they translated it. (It's Italian)

Blumer
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