Background: This paper presents an empirical analysis of problem-solving digital competence among primary and secondary students. The study explores the relationship between learners' personal autonomy, their ability to face and solve problems, and their capacity to thrive in the digital world. This investigation brings a fresh perspective, underscoring the importance of developing connective pedagogies that integrate autonomy, self-regulated learning, and STEM practices. Results: Over 2 years, students from four European countries engaged in formal STEM subjects using open digital tools to enhance their learning. After these interventions, 186 students completed a survey assessing their attitudes as autonomous learners and their self-efficacy in handling digital tasks, with a particular focus on problem-solving skills due to their critical role in developing digital competence. The empirical analysis, conducted using structural equation modelling (SEM), indicates a positive association. Additionally, statistical analysis of the model's constructs generally shows improved values for those areas most intensively targeted during the interventions. Conclusions: Despite limitations related to sample size and the number of survey items, the SEM model reveals a positive association between learners' autonomy, their attitude towards real-world problem-solving, and their use of digital tools and technologies. Furthermore, following the interventions, students demonstrated an improved understanding of the survey questions, rated themselves positively in self-assessments, and showed comparable results across schools, regardless of geographical differences.