I can pin-point some places where I did learn various aspects of abstract thinking. I learned it by reading. Books like "Gödel, Escher, Bach", books like "Structure and Interpretation of Computer Programs", or the Sequences by HN's 'Eliezer. I learned it by thinking about what I read, and also by starting hobby projects and thinking hard when doing them.
The universities, and maybe even bootcamps, may help a bit - but there's no learning of abstract thinking unless you yourself care.