My experience with ear training is that you really need to connect it to your instrument. If you're on the train where you can't play, obviously it can't hurt to train interval recognition and chord quality - but the ultimate
point of training your ear is to build that connection between what you hear in your mind and what comes out of your fingers on the instrument.
If there's one "secret trick" exercise for guitar (and other instruments, I assume), it's singing as you play. Put on a loop and try to just sing the notes as you play them. Or scat a little lick and then try to replicate it on the guitar. It's really effective, it feels like it just "gets to the heart of the issue."
It works to boost interval training too - grab a root note somewhere, play, say, a minor third, get that sound into your head, and then sing it as you play it.
Transcription is also really helpful. Print out some blank tab, download Transcribe! so you can slow / loop sections, pick a song you like, grab your instrument, and just start trying to figure it out. It's grueling at first but it gets a lot easier with practice. As a side benefit, you get to steal licks from players you like.
For the most part, the great players are people who did a ton of this - whether it was rock guys listening to the same blues record over and over and learning the licks, or jazz guys doing obsessive transcriptions. Steve Vai famously found his way into Frank Zappa's band because he sent copies of his transcriptions to Zappa himself.