I am trying to play multiple instruments simultaneously but it is quite a challenge, so I want to do the next best thing. I would like to play different recordings of me playing different instruments. Is there any apps or anything out there that can do that?

Indeed. This is exactly what they do in a recording studio. Each instrument goes to its own "track" and can be recorded at different times. While recording a new track, you can mix the existing tracks into your headphones to your taste. Often you start with a click track (metronome) to keep timing.

I will only give only a few examples of software here:

On mac and IOS systems: garageband (comes free).

On windows, mac :
- ardour (free, open source, also Linux)
- reaper (60 day evaluation for free)
- presonus studio one 3 prime (free)

The professionals use paid for programs: ProTools, Cubase, Logic Pro, Samplitude (the list goes on).

/gunnar