Series' of books
The theoretical minimum by Landau: ten physics-packed volumes over a variety of topics that Landau considered the 'theoretical minimum' for any physicist to know: from classical mechanics to condensed matter and field theory. They assume a level of mathematical competence on the reader's part, and are very focused on the physics, so might be what you're looking for. On the other hand, each volume has a lot of detail that you might not be interested in.
A more modern version of this idea is Greiner's Theoretical physics. In a way, this series is less 'complete' than 'The theoretical minimum': the statistical physics volume is introductory only, and there is no treatment of kinetic theory or fluid dynamics. However, the books are focused on introducing modern theories, e.g. gauge theory, and are really well explained.
A very 'student-friendly' version of this idea is the books by Griffiths, which I do like; but I cannot recommend to you, because they are very hand-wavy, more so than The Feynman lectures.
Individual books
I was reminded in the comments about the excellent Physics from symmetry by Jakob Schwichtenberg: a very readable introduction to field theory, and really emphasizes the 'big picture' stuff, while still actually doing (some) calculations. I was hesitant to recommend this at first, but you should probably at least give it a chance because of its conceptual clarity.
Here are the 'canonical' textbooks$^\dagger$ in the topics you mentioned:
For electromagnetism: Classical electrodynamics by Jackson, infamous amongst grad students. Since you will probably be mostly interested in the first few chapters, which are covered well in Greiner's book: Classical electrodynamics, I can't really recommend Jackson to you.
For classical mechanics: Goldstein is standard. You might prefer the more geometrically oriented Classical dynamics: A contemporary approach by Jose and Saletan.
For quantum mechanics: Probably the book by Sakurai. However, I think you might enjoy Quantum mechanics: A modern development by Ballentine. It has the very least hand-waving in a QM book that I've seen, and is clearly intended for those of a mathematical inclination. This book justifies things at a level that is simply not seen in other introductory texts.
$\dagger$ Obviously this is subjective. I'm basing these on "likely to be set in an introductory grad school course".