Pilot reported becoming disoriented while being vectored on an instrument approach resulting in altitude and heading deviations with a low altitude alert from ATC.

Narrative

I was on an IFR flight plan in VMC approaching my destination. I was vectored 20degrees north and flying at 10 asked for my approach request. I indicated the RNAV which I had preloaded. A good 5min later I was given a new heading to the southwest that did not go to my IAF and told to descend to 6000 ft. I proceeded to 6000 ft. at 500fpm. After 1-2 min ATC asked to expedite the descent which was done immediately at 800fpm. After another 1-2 min more the approach asked for more expediting and to descend to 4000 ft. as there was an airliner that needed spacing. I increased the max descent rate IFR approach to 1000fpm. This rate of descent is difficult to recover quickly when the 4000 ft. level is reached and I was passing by my IAF and my IF at a distance of about 1-2 miles to my west. ATC said to fly a new heading shortly after that was northwest and to maintain 3800 ft. until established. I needed to disconnect the auto-pilot and the IAF was still highlighted as my next fix so I cleared the approach and attempted to reload the it with the next waypoint on the approach but between flying by hand; going to a new heading and trying to establish a new altitude and hold it; I became disoriented. When the Controller realized I was below altitude and not on course I was issued an eastward heading and told to climb to 4000 ft. This all became more confusing. I decided to cancel IFR and contact Tower which the ATC accepted. I contacted Tower and was asked if I could see the airport. I didn't see it at first but I thought I did soon afterward and told Tower that I believed I saw it. I descended toward the area but realized it was a large construction site and I started to climb. Shortly after the Tower called and said that I was too low and to climb immediately to 1800 ft. with the airport at 3 o'clock. I saw the airport at that time and was told to cross at mid-field and to fly a right downwind. I did this and was cleared to land; which I did. All this was done while hand flying; looking for the airport; the sun causing the haze to make visibility difficult beyond 5 miles. There was much radio talk as other pilots came on frequency. In retrospect; my best option would have been not to cancel IFR but to ask approach for a heading to my destination and ask for a visual approach. Re imploying my autopilot would have helped the workload.