The same thing happened to me and if you have ridden the new horse and liked it then definitely go and ride it. The people at the yard should understand. Hope this helps!
Go with the new horse. As I just returned my lease horse, I know how hard it is to say good bye. But sometimes you need to move on. You will learn so much more on the new horse in the new yard.
I think that you should go with the new horse. You will have so many more possibilities to excel in your riding and you will learn new stuff. The new horse can probably teach you more than your horse now.
Well I guess it depends on wether you want to progress or not. If you want to progress and learn more and possibly do shows and stuff I'd probably go with the other horse.
But if you don't mind where you are now then just stay with your lease horse that you have now