Try doing simple changes then start and do lead changes over poles and if your horses hocks aren't done I would suggest getting them ingected but if you can't afford or have done try slowing your horse down a lot and then ask for the lead change and try doing over poles a lot of times so they get the hang of it
I started my horse I trained from the ground do lots of lunging and free lunging to get a good bond then use the lunge wipe to ask of change of direction and use the word switch or swap every time he changes directions at the canter and switched his lead lots of phrase the when you go to ask for the lead change in the saddle use the word and slowly work on not using the word and use your leg instead.
Set up poles on the diagonals, trot them up to it and then once over the pole, ask them for the lead you want. Once that's done, start cantering up to the poles and have them land on the lead you want. Once they have handled that multiple times pull the poles away and leg yield them into the change and then ask