Looking for some advice

Hello! I am looking for some advice, or maybe someone who has been in the same situation as me and figured out a resolution. I love the way Kelli holds her weights up near her shoulders while performing lunges, squats, and things of that nature during strength exercises, and I have begun to mimic that in my own workouts. It keeps the weights out of the way of my legs! However, there is one problem. There is a discrepancy between the amount of weight I can hold up to my shoulders for a period of time, and the amount of weight my legs need to feel challenged. I am often having to take a break because my arms are feeling like they are going to fall off. What can I do to remedy this? There are some exercises that I can adjust and hold the weights to my front or side (like squats or standard lunges) but there are some that don't allow for that. Should I focus more on trying to strengthen my upper body and core?