(This is for relative pitch, absolute pitch gods please don't descend from heaven)
I've been learning to recognize intervals for the past year or so, and I have to say I'm very good at it. (Mostly by using the technique of associating the interval with a song).
If I hear an interval I know which one it is about 98% of the time, it doesn't matter if it's ascending, descending or harmonic.
However, trying to pick melodies apart to know what intervals are within it, or even less, what intervals are within a chord, are still very hard tasks.
From your experience, what exercise would you say is a good next step after learning intervals? You can say Identifying chords, chord changes and melodies are my goals.
Also, I don't think it should matter, but I'm a Piano player if you need to know.