Hello NK Advocate,
Thanks for your suggestions. I was aware of the style of mentorship before I accepted to be his student and I expected that I will be able to adjust to it. I was previously working with an advisor who was a little more hands-on which used to be a source of motivation for me. I haven't been able to adjust well with the new place and the new environment (being away from home, new people and country). I also came to the conclusion that I may have the impostor syndrome (I feel like I've had this forever).
Switching labs is very uncommon in my department and it would also not be in the best of my interests as my advisor will be in my thesis committee.