I put a jump across the diagonal of the ring and put a ground pole 3-4 strides after it near the wall and right when the horse hops over it bend them to their new inside and practically yeild them to the wall. It makes it awkward for them to stay on the lead change from the other direction so doing this excercise makes them understand more what you want:) and depending on the horse you can give them a tap on their hind on the inside
I assume you are a jumping rider ?
Because if you are, try using poles on the ground, small jumps
prepare with asking for the correct canter (left, right) in the middle of the arena, so the horse learns the correct instructions for left and right canter, and if you take the diagonal, just keep asking until the horse changes, don't go to trot, when the horse changes, give him a encouragement and walk for a second
It takes a lot of time for some horses to learn
If you are a dressage rider, it's a whole different story, because then we don't just want a lead change , we want a good lead change. This will need a lot more of work
It takes so much time. Before you even think about flying changes, your horse needs to build up muscles and flexibility through their shoulders, back, and hind end. They need to be able to step underneath themselves and push from their hind quarters. They need to be capable of straightening and bending their bodies without falling out the sides or front. This can all be achieved through flat work, and will take time.
Once they are physically ready, you can work on changeable of bend through figure eights and diagonals. You can then do this at the canter, with simple changes through trot. You can slowly make that trot shorter, and try to change leads with less than a step at the trot. You can then place a pole on the ground, and ask them to change the normal way you'd ask for a flying over the pole; setting them up properly with half hats and straightening, changing the bend, sitting them up, and a bump behind the girth.
This would take place over a few days/weeks of training.
The building up of mucsle and flexibility would take several a few months, depending on the horses precious training.