The First Circuit has determined that the procedural requirements for an ineffective assistance of counsel claim outlined in Matter of Lozada apply to a claim of ineffective assistance of counsel made on direct appeal, as well as to ineffective assistance of counsel claims made in motions to reopen.
The full text of Ferreira v. Barr can be found here:
http://media.ca1.uscourts.gov/pdf.opinions/18-2211P-01A.pdf