European consonant pronunciation guide suggestion

Question

Maybe there already is one, but a nice reference would be an explanation of the Spain-spanish pronunciations from a Latin American perspective. Because I am hearing the "th" sound in at least three different letters: c, g, and z. I sometimes hear "d" pronounced as "v".

Several letters (g, q, d, and even j) are often pronounced with a rough sound that has no equivalent letter sound, more like a middle eastern language sound.

Others (heard in the listening exercise following this one): T pronounced as d, d as q, and z as j. It's as if the european spanish mushes different letters into one sound, and many letters are pronounced differently depending upon the word.

Answer

Hola William
It's completely understandable to find these unfamiliar sounds of certain letters in Spanish in the beginning. The more practice you do the more you start recognizing these different sounds. It also depends on the region or the specific person who is speaking so you may find the sound of a particular letter slightly different from a person to another. Another factor that contributes to these differences is for example the letters that precede or follow that letter, making their sound a bit more closed or open. We have a great variety of accents in Spain and Latin America which also adds to this.
The Spanish alphabet and the sound of its letters are taught as their general sounds without considering these other factors mentioned before. 
I agree we need to add more content with regards to specific sounds and this is something we have in mind for the near future. The focus will also be in Latin American Spanish pronunciation, of course.  We are hoping to improve the quality of our audios so that we can offer this in a better way. 
At the moment we have some very general information about some aspects of pronunciation in Spanish with the mention of the general differences between Peninsular Spanish and Latin American Spanish (the s and the c sounds, basically). This will probably help as a general first read on this topic. 
Letters and sounds in Spanish
Seseo
Ceceo
I hope this is useful.
Saludos cordiales