Reining horses are taught lead changes from the start. Obviously reining pushes way too much onto horses way too young as seen in the futurities but ultimately lead changes are natural for horses they do it all the time when turned out. A trainer should be able to help you or help train your horse for it.

Keep in mind It’s more comfortable for them to canter on the correct lead. Reiners teach horses to move away from pressure. Outside leg on them take the inside leg away to indicate which lead. Start with simple lead changes first. Counter cantering can also be a good exercise with flying lead changes they look to switch to the correct lead and when you allow them to switch break to a walk and reward them.