Buddha left his life as a prince to become an ascetic, in order to find an answer as to why there is ageing sickness and death. It's very like the Problem Of Evil, without presupposing a Creator.
The Buddhist response to these sufferings, is The Eightfold Path. That through a process of internal reflection and personal development, we can come to a deep understanding of suffering, and attain unshakeable liberation from adding to or prolonging it in a way that involves lasting change in how to be. This is comparable to stoicism and stoic practices/thought-experiments, that seek to recognise that, just as fortunate circumstances don't guarantee happiness, unfortunate circumstances need not guarantee misery. In Mahayana schools the path does not end there, ending personal suffering is only the beginning of the Bodhisattva path, to help all beings to find this way of being that is to our ordinary way to be, like being awake is to being asleep.
Buddhism I think chimes with your question, in that it makes a deep enquiry into what are our problems, and how and why they arise. It comes with an array of teachings to help. Parables that I would emphasise should be used, applied, like thought-experiments, eg the Parable Of The Poison Arrow, and The Grieving Mother and the Mustard Seed. I would frame realisation of oneness & emptiness in this way too as tools to apply in our lives. Not as declarations, but realisations to be participated it by recognising them in our own experiences - not final stances, but as perspectives to shift between towards letting go of obstacles to ending suffering. Seung Sahn (Sungsan) describes this dynamic view, with The Zen Compass. Anatta & sunyata, not-self and dependent origination in this perspective can be applied in order to help us stop possessing or grasping our suffering, while giving a basis for positive action even so:
"Mere suffering exists, no sufferer is found;
The deeds are, but no doer of the deeds is there;
Nibbāna is, but none that enters it;
The path is, but no traveler on it is seen"
-from the Visuddhimagga
This framing, in relation to your question, shifts the emphasis from make to you in: "Your problems are only problems because you make them problems". That is, shift the focus from your freedom to to act or not on the world (ie what you make), toward recognising that you remain free to choose how be, who to be, regardless of the world.
Anatta, no-self in Buddhism, is not the absence of a thinker, but the recognition that there is no unchanging essence to us, that who we are is dynamic & constantly being redefined, rather than frozen or out of our hands. This goes against our intuition, of metempsychosis, and our us having an essence - which can prevent us reorientating and changing when we start to understand that ways we are being are causing problems.
This survey identifies parallels between Buddhist thought & Western thinkers. Buddhism has The Parable Of The Raft, that we don't carry a raft with us after crossing a river, but instead are no longer halted by rivers because we know what to do. This is like Wittgenstein's Ladder, and Hofstadters Strange Loops, and how a heroes journey often involves arriving back where they started but knowing it for the first time, because they have changed.
You might find these answers interesting in terms of the broader nature of problematising (making questions), and the nature of meaning:
"Why ask why" and its scions
According to the major theories of concepts, where do meanings come from?
