I am looking for relationships in my data. But the more I've been thinking and reading, the more confused I am getting. So I'd kindly ask your POV.

My data:
was measured at 2 points in time
one group with 5 intelligence levels (1 to 5)
social skills score
cognition score

I am trying to find out:
if intelligence levels, social skills score and cognition scores are related
if high scores in one area are related to high scores in the other areas
if there is a difference between males and females.

A correlation test seemed the most suitable but it does not take my 5 different levels into account. Neither does the simple linear regression. Which test would you advise? (and thank you for reading!)