Hi, I'll try and help if I can.
Paula’s choice bha
The ordinary glycolic acid toning solution
I wouldn't necessarily think you need BHA unless you have oily skin - the glycolic acid (AHA) is a bit gentler on the skin (especially if your skin tends to be quite dry).
Are you using them everyday?if so it may be whats drying out your skin.
Hydroxy acids are great for exfoliation, but you need to go gently. Perhaps try just using them once a week or something instead.
poxi milky tonic
Hyaluronic acid
the ordinary 100% plant derived squalane
clinique moisture surge
Cerave moisturising cream
All of these are either moisturisers or emollients, tend to be gentle on the skin and keep in moisture, but you don't really need them all. The tonic seems gentle enough, you could use that first and then apply a moisturiser over it.
the ordinary retinol 1% in squalane
the inkey list retinol
These are good starter retinols, but again you don't need them both - maybe just pick one to use or decide which one you like best. Retinol is best used at night, as it degraded by sunlight.
Which brings me to sunscreen - are you using any? I would recommend using it daily (SPF30 or higher), especially if you are using retinols or acid exfoliants as they both make the skin a bit more sensitive to sun damage.
Also (possibly controversial among beauty experts) but I don't double cleanse and my skin is fine - that may be another thing drying out your skin.
I would also say don't use an AHA or BHA on the same night as using a retinol product. So if you use your retinol 5 or 6 nights a week, on the night you don't use that then use the hydroxy acid instead.