The Mark Sarnecki theory books are really good (as long as you have someone knowledgeable to fill in a few minor things). He's got an adult 'all in one book' that parallels the RCM theory syllabus in three levels. There is nothing wrong with the book (no matter what people say about all in one books) because it shows you what level each chapter covers. The explanations are thorough and there are loads of exercises.
It covers key signatures, scales, intervals, chords, transposition, rhythm (simple and compound), basic analysis, cadences, and italian/french/german terms (not necessarily in that exact order though). Students I've sent for theory exams who use that book all get high 80's to high 90's on their exams.
Usually you can find sight reading AND ear training in one book. This would be a good tool to compliment theory (it's crazy how you can apply some things you learn in theory directly to sight reading). I've never used a step-by-step ear training book; do you have a teacher or someone who could help you learn ear tests?
If not, one of my students mentioned on youtube that there are some ear test traning videos; they'll play an interval, chord, etc, and give you 5 seconds to identify it, then they say the answer. You can probably find sources like this elsewhere online too if you are without a teacher. It's not the easiest thing teaching yourself ear training, but something else you can do is be extra aware when you are playing your pieces. Think of the tonalities, the key changes, the chords, and anything else. If you really know WHAT you are playing, then you may know what you are listening for in your music.