I'm not in teaching status for a while now, but isn't breathing without mask pool session 4?
I remember closing the airvalve is done in 1,5 meters?
Can any current PADI instructors correct me?
For those not familiar with the Dutch NOB, it's principally the Dutch CMAS variant.
Confined water 2 is indeed where you turn the air off, at least since 2018. There's no clear specification on depth in the Instructor Manual, though there's an implication the skill is done in water too deep in which to stand. (Based on ordering of skills.) As to why this is done at dive #2: I don't know but I'll speculate. The skill CAN be taught in such a way that the diver "feels" what an emptying tank breathes like and correctly indicate the problem with an out of air sign. This is critical to diving safely and, arguably, could be taught on dive #1.
I'm really curious: How did the instructor teach this? Did you signal out of air and immediately have the air turned back on, or did you have to get air from your buddy's secondary? The standard states "Respond to air depletion by signaling 'out of air.'" There's no mention in the standard of using your buddy's air. I teach it by briefing before we descend, approaching the diver underwater and give them the sign I told them I'd used for "I'm turning off your air" and then "ask" if that's OK. (I've had students decline on other skills because they were nervous, but not this one.) Assuming so, I position behind them and to their left and have them hold their gauges so we both can see the needle. Then I turn off the air. When they signal out of air, I turn it back on.
As an instructor, this OP's situation is scary. That is, the student who gives all appearance of being fine underwater, but isn't. Lots of students mention being nervous after dive 1; I don't always take that too seriously unless a few questions find a deeper anxiety than "this is new and weird but kind of exciting."
In particular, the "breathing underwater is new" worries me. Back in the dark ages when I had to swim uphill in the snow to get to SCUBA school, we learned fairly intensive skindiving skills first. When snorkels didn't have neat little drain valves or devices to minimize water coming down the top of the tube. Students got used to breathing with their face in the water. For me as student, switching to a regulator was so much easier! I looked forward to that as the preferred option for doing things. These days we start with the regulator, and whether it's the slight added tension to inhalation or the vibration of the diaphragm, some students get freaked out by it. Instead of going from harder snorkel to easier reg, we go from easier mouth/nose breathing to harder reg.
On getting the class materials only one day ahead, an honest question for the OP: When did you pay for the class? If you paid weeks ago and didn't immediately (within a day or two anyway) receive an e-mail with explanation of how to access the materials, that's on the dive shop. It's unacceptable. If you paid a couple days ahead, well, that's a different kettle of fish. (Leaving out odd but unfortunate situations like a typo in an e-mail address that could delay things.)
Regardless, it sounds like the pace is a huge issue for you. Slow that down. If you want to continue, keep going with the textbook (well, online) learning until it's completed. Then go back to the pool. You very well might need private le$$on$ in the pool. But maybe not? If the stress of the academic portion is removed, the pool work might be easier.