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Which Real Madrid are you referring to? Do you mean the one that scored 6/6 in the Champions League group and 21/24 in La Liga? Well I guess you must be right and Ancelotti can't sleep well because everything is in shambles. The offense is doing well, the defense is doing well, Vinicius Junior is healthy and back on the pitch, Bellingham is developing into a world star.
Perhaps you could more precisely pin down what the issues are that you see and what you think Ancelotti is so concerned about that he would describe the club's situation as not very good to use your words.
I think Yurkov too often expresses inaccurate opinions in football discussions, I'm not sure what his motive is but it's good not to get emotional because it's nothing. He seems to understand football, but in terms of analysis and facts he is too bad.
Real Madrid has adapted to the depth of its squad this season. They don't seem to have many problems winning matches, but that doesn't mean they are perfect without any flaws. Real Madrid's defense has been hampered by injuries, while they also lack quality strikers when they need them in big matches. If someone is worried about Real Madrid against Atletico Madrid, then I would also think that they would also be worried about Real Madrid against Barcelona.