Achieving collection and self carriage is one thing (Congrats!! NOT an overnight accomplishment), sustaining it is totally another. It sounds like maybe a fitness/conditioning issue more than a training one for you guys at the moment. Keep the request for self carriage but shorten the time spent, for now.
Go back to working at prolonging it but be mindful of overdoing. Takes a lot, from horse AND rider, to build the fitness and conditioning required to sustain such ways-of-going comfortably. Overdoing tends to leave the door open to evasion and compensation if the rider is too demanding at first (ever). Good luck to you, and enjoy the journey!!
Sure there's right and wrong but mostly there's just a whole lotta different.