I do not think complain is a good idea to resolve the problem you are having now. That is the worst then no communication. You need to use the right communication skills when talk to these two people. For example, when you talk to your trainer, you need to show your respect, your appreciation, your humbler, and also show your worry - " I know I am not good enough, I'd like to be better. Can you help me, please!"
When you talk to your direct report, always praise your trainer, but with something in it..."He is very helpful, taught me a lot, I appreciated all his time and help. If he can taught me some detail skills or more patient, that will be even better. "
In the same time, you need to be patient. You are new here, the most important thing for you is low key in complaining, high key in learning.