Basically the success behind mastering ear training is getting the sounds in your ear. The only way this is accomplished is by listening. Your right the minor 3rd is easier because you can relate the sound to the riff in smoke on the water. It's in your head. Try just playing the intervals you are having trouble with on your guitar and listen to how they sound. Listening is the key. The more you listen the easier it will become.
Try this: if you have trouble between the difference of minor and major intervals. Try playing all the minor intervals (listening closely). i.e. m2, m3, m6, m7. Then do the major ones. Listen and try to recognize the difference between them. This should be easy since you recognize one has a sad sound, the other a happy sound.
Other thing that helps infinitely is singing the intervals as you play them. Singing them has the tendency of putting the sound of these intervals deepr in the ear than any other way. It doesn't matter if your a bad singer or not, the range is the key.
If you having trouble getting the range down. Like you mistake a maj7th for a maj6th. Then try only doing all major intervals. As M2, M3, M6, M7. Just work on identifying the range of these intervals first, before judging there quality.
Both of these exercise emphasize a certain way of training. They focus on one part of the equation at a time and then when your ready. You can pull it all together. Sometimes the ear is unable to handle both the quality of sound (major or minor) plus the range (6th or 7th).
The tri-tone is the trickiest of all the intervals. It has an odd sound compared to the other intervals. I suggest saving this interval for last. Once you can discriminate between the other intervals, the tri-tone will have more presence and be easier to recognize.
When it comes to chords it's the same thing. Pick up your guitar and strum out each of the chords and just listen to the difference. The difference between the basic triads is academic once you just sit down and listen for a minute. As you play threw a few chords, you'll start to hear the difference. If you need too, strum the chords slightly arppegiated. Once you get through the basic triads, then try extended chords likes 7th's. When you hit the 7th chords. Try this trick. Say your going to play an Adom7 chord. Play a simple A major chord and then play A and G harmonically. And listen to the aural effect each has and then play an A dom7 chord. Listen for the harmonic sound you heard when you played A and G. Then listen to how it all blends together, that's the sound of a dominant 7th chord. Then play some more dom7 chord's just with a different root. i.e. G7, D7, Bb7. You'll start to recognize a similar sound that does not change regardless of the root. Then you'll have the dom7 sound in your ear.
At first, the sound will probably leave if you do this one day and the next you try to recall it. This is normal but if you consistantly listen in this way, the sound will stick more and more til the sound sticks completely.
Also when it comes to ear training don't rush and don't overload. Work on one chord or interval at a time. Then once you get that interval or chord down, add another. Patience is a virtue when it comes to ear training. You can't rush or you'll miss everything that is important and you will ultimately FAIL.
When it comes to scales, this training is much more advanced than the other two because you're recalling more than just one solid sound but rather a melodic progression of several notes. It's better if you become more efficient at intervals since the whole, whole, half is what you need to pay attention to.
Hope that helps.
"My whole life is a dark room...ONE BIG DARK ROOM" - a.f.i.