Hi. You're looking for excercises to play on your instrument and train your ear at the same time,and I guess I can share some realtive pitch's ones with you:
1.- Sing out while playing your scales naming the notes by Solfeggio syliables in movable Do, that means they will be always be named Do Re Mi Fa So La Ti, no matter what key you're really playing.Is crucial for this kind of training being sure about what grade of the scale or chord each not is. You must do this all along the entire register of your instrument, in all kinds of drilling scale patterns you have at hand, you must include evem those notes out of your vocal range, the excercises are not about singing, so it doesn't matter if you don't sound "good" as long as you're in tune.
2.- Do the same with all your chords' arpeggios,but not in linear fashion ( I ii iii Iv V vi vii) but in cadence-harmonic pattern-progressions like I IV V / ii V I / IV I V vi / iii vi ii V I / I V vi iii IV V IV V / and the likes. If you have some pieces or songs music sheets around, use those as chords progressions to drill.
3.- For training chords modes and progressions recognition, I suggest you to use an app, there are lots out there, or better: get you a good human teacher.
Hope it helps.
Tip 1: Try to translate any drill from the app to your guitar, and sing along.
Tip 2: If it's available, enjoy the ride. ;D