Here are some observations and an exercise for you if you wish:
It's possible that your "inner game" during your ear training practice is not the most effective one (in other words, your mental strategy during practice could be improved in some way), but that's impossible to diagnose without having a conversation with you about it.
But even if that's the case, I would also say that ear training is a long term project. It just takes time for your brain to digest it and make it its own permanently.
Another very important thing: keep in mind that while it is possible to listen to music in many different ways, our brain can only do it one way at a time.
So, for example, listening for the intervals between one note and the next is one way. Listening for the intervals between the notes you hear and the root (which should remain somehow present in the back of your mind) is another way. You can listen to music in either way, but not in both ways at once. Or let's say that you can only do both at once after your have practiced both for a lifetime, and both have become completely instinctive and unconscious (and you're not there yet).
So I'd suggest that you focus on training in either one way or the other, and try to do that one thing well, and you will definitely make progress.
I'd like to suggest one more thing.
It's an ear training exercise that I invented for an ear training software I designed long ago. It's not as convenient to do it without the help of a software assisting you, but you can still do it if you really want to.
The purpose of the exercise is to train you to create and retain a musical pitch in your mind, without hearing it outside.
It works like this. (I'm adjusting the exercise to be used without my software)
Have a clock which shows you the seconds in front of you.
With any instrument, play a note for 5 seconds, then stop it.
Immediately after the sound stops, continue to imagine that you are still hearing that sound. In other words, recreate that sound in your mind, keep it going as long as you can.
While you go on playing the sound in your mind, notice how many seconds it takes for that sound to go below 30% clarity.
I mean, immediately after you stop hearing the sound, the clarity of that sound in your imagination will be almost 100%, but then it will start going mostly down, with several ups and downs on the way. Notice all that. Just try to keep the sound vivid in your mind, and notice how well your mind can do that.
When the sound clarity dips below say 30%, notice how many seconds passed, and play the note again for a few seconds.
Then do the process again, see how long this time you can retain the note in your mental plate with some clarity.
It's enough to do this a few times, but do it every day for a while.
You will notice that after a few days your power of remembering notes clearly in your mind will have increased quite a bit, and that will come in useful not only during ear training exercises but in virtually every other musical situation as well.
I hope this will help someone at least a bit... all the best!