Apologies for the length of my reply. For reference my French is ~C1 comprehension, ~B2 spoken and written, and my German is a low B1. My thoughts are below, I hope others chime in, to provide their personal perspective,
My belief, based on personal experience, testimony from others, and some research, is that there are indeed methods by which one can improve the effectiveness of learning. Some of these will apply to everyone, some may not.
There has been quite a lot of research into learning and the following are recognised techniques:
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Spaced repetition. Recalling a piece of information just as you are about to forget it reestablishes and strengthens its storage in long term memory.
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Regular testing. Students who are tested at the end of a lesson on the content of the lesson have been shown to retain more information on the long term. Testing during lessons can help. I suppose you could argue that this encourages students to pay attention, but I believe the mechanism is deeper than that.
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Interleaving. If you carry on testing the same skill, it tends to remain in short term memory. But if you test one skill (such as a point of grammar) for a much shorter time, then do the same for other skills, and then repeat for each skill again, and do this multiple times, the students feel more uncomfortable, but they are more likely to remember the skills. This is because they cannot rely so heavily on short term memory.
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Huge amounts of input. I don’t want to call this comprehensible input (CI) as I don’t accept Krashen’s model, which I consider to be simplistic, sometimes wrong, and not supported by research. It is well known that most language learning takes place implicitly, or unconsciously. Consuming huge amounts of input allows the brain to process language unconsciously, reinforcing vocabulary and grammar learnt explicitly, and acquiring new vocabulary and grammar implicitly. Input does not have to be comprehensible, in which case the student explicitly studies the text or transcript, and starts the process of learning new vocabulary and grammar and reinforcing known material. Input can be consumed while doing activities e.g. driving somewhere.
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There are also benefits from output, with and without feedback. I will leave that to others to comment.
Then there are some techniques that I have discovered, often independently, only to discover that they are well known:
A) Listening to audio input while reading the transcript. In the past I used to either listen to input, or read the transcript. I found this dual method massively beneficial, as it greatly increased my comprehension. In essence it trains the brain to recognize words as they are actually spoken, since native speakers make countless phonological shortcuts, and of course pronunciation varies between speakers due to age, gender, region etc.
B) Listening to audio input whilst trying to simply absorb the content, and not trying to understand it. The temptation is to try and actively decode the content as it goes along. The aim is to let the brain deal with the content at an unconscious level. Oddly enough I was talking to a friend today, and she translates classical Arabic texts to English (she recently had a book published), and she has in the past been fluent in French and Russian. She recommended this method as one that she uses.
C) Don’t learn verbs in isolation, and be careful when learning isolated nouns. Verbs usually require prepositions, and they have a context. We can say prices are rising or increasing. We can say the tide is rising, but not increasing. My solution is to learn phrases such as Il a été placé sous contrôle judiciaire, and also to listen a lot.
D) Talking to oneself. When I am doing a household chore, I try and describe it in French, and I often find words and expressions I don’t know, such as étendre le linge and aérer les chambres, which I look up. When I read something, a news article say, I try and express it in French.
E) Listening to input that you barely understand. Oddly enough I find this to be beneficial. It’s hard work, I have to concentrate hard, and most of it goes over my head.
F) Don’t worry too much about pronunciation at the start. It takes many months, or even years, for the brain to correctly recognise foreign vowels and consonants. Initially you will confuse distinct L2 sounds with ones from your own language. Only when you can hear the sound can you begin to try and reproduce it accurately. Having someone teach you a sound can work, but only if you can hear it. I recall a French friend making monkey noises to unsuccessfully teach me the u and ou distinction. On the positive side I can make A grade monkey noises.
G) Grammar study including memorising verb conjugations. I know Steve Kaufmann is dead against this, but input just does not expose me to the full range of verb conjugations and noun forms e.g. dative singular form of a masculine noun. I also find that it is quicker to learn grammar, then practice it, and listen to input, than to magically figure it out from input.
H) Self believe is crucial. I talk about this later.

If efficiency gains do vary greatly (do they?), would this be the major variable? That is, by removing non-language study. If efficiency of technique actually exists, does this explain the majority differences in efficiency? Is the main reason you learn your second L2 faster than your first L2 merely this simple, rather menial answer?
I agree with Obsttorte’s approach. I believe that a large part of language learning is how to learn including discovering techniques that work for oneself. I have spent several years trying different methods, and abandoning those that are ineffective. Thus I tried and dumped Duolingo, Babbel and Busuu. And I have tried many approaches with LingQ. I don’t doubt that what works for me might not work for others.
The first L2 is hardest in part because the student needs to learn how to learn, but also because an adult makes countless implicit assumptions, in other words, they simply don’t notice many aspects of the L2. In general an English speaker assumes stress timing, English vowels (especially diphthongs) and consonants, and English phrasing, such as Ça me fait fou rather than Ça me rend fou, or Je suis 24 rather than J’ai 24 ans. The process of learning the first L2 allows the student to become aware of their assumptions, they learn more about how languages work, and hence they become more adaptable and sensitive to new ways of expressing themselves. Thus when I learn German, my second/third L2, I do not learn verbs in isolation, I learn phrases using the verb and associated preposition, if any. And when I learn how to pronounce words, I am aware that the phonetics and stress are quite different from English, and that it will take me time before I can correctly hear German vowels. Only then can I try and articulate them and get a reasonable approximation.
A second L2 may also be easier because the student has acquired more cognates. Thus Spanish, Italian and Portuguese are relatively easy for a French speaker. And Dutch is much easier for a German speaker. Russian will be easier for a Polish speaker and so on.
And lastly (phew) there is a strong psychological element. It can be frustrating and demoralising when after several years one still does not feel comfortable speaking due to a mediocre accent, or an insufficient vocabulary. It can take huge mental energy to spend an hour or more every day, and have the feeling that little progress is being made, One needs a positive outlook, a belief in oneself. Learning one L2 to a B2+ level is a huge confidence boost. My German is poop, but I know that one day it will be at least respectable, and maybe even good. As a polyglot friend once said to me, If those damned foreigners can speak their language, then so can I. I have paraphrased her words,

Or is it mainly that these Internet polyglots we are exposed to (selection bias) now have a larger basis for cognates? It’s common that they are Westerns learning more Western languages, such as Lydia. With Lydia’s mother tongue of Slovenian, she learnt English and German going through the formal education system. After that, all of her better auto-didactical languages are similar to languages she already knows - Spanish, French, Esperanto, Polish, Russian. This is definitely a factor to some extent.
There is also a serious survival bias in auto-didactic polyglots though - they are the people who have not given up.
What you say above makes complete sense, I have no argument with it. I don’t really have an answer except to note that psychological studies suggest that the one key element for achieving life goals is something they call grit i.e. a determination to achieve that goal, to put in the required amount of work and to overcome challenges and setbacks. I believe - a subjective opinion - that the average person can master one or more L2s, but most won’t of course, not because they lack the ability, but because they lack the determination and drive. Thus polyglots are primarily people with drive. Of course I could be totally mistaken …