From the little I've seen of him the only aspect that he trusts himself with is his goal scoring ability. He's not even attempting any dribbles for whatever reason. I mean can someone go tell him that its okay to lose the ball, Xhaka does it every other match in much more critical areas of hte pitch. Could it be a remnant from a couple of years ago when Wenger was playing him as wing back, he's just too safe with the ball.
He needs time and games with less pressure like cup games. Just think about when Gnabry burst onto the scene. He was probably just as safe if not more.
What is also contributing is that if he does lose the ball, he is playing for a team that could end up in giving a goal away off of him losing possession. Our defensive set up while we attack is a shambles and the way Emery sets up his midfield to win the ball back doesn't help either.