Fair enough, but care to offer a suggestion on how to fix it? For now, when I ask for forward, every time I apply my legs on each side to ask for more walk, he goes side to side instead.
He can't go sideways if you block with the opposing rein and/or leg.
It sounds as if you changed the meaning of the 'go forward' aids, into 'go sideways aids', instead of creating *new* aids for 'go sideways'. Just putting your leg at the girth shouldn't tell the horse leg yield for example.
That leg at the girth is only ONE component of the aids for leg yield. Or ONE component of the aids for canter depart. Or ONE component of the aids for shoulder-in.
So the error lies in not being sophisticated enough in your training.
Regardless of that, to fix it I'd advise you work mainly in trot and canter and reintroduce a ton of transition work, getting him back in front of the leg and responsive to that. Then get him back on the circle and confirm inside leg to outside rein. If you can't drop that inside rein and ride him on a circle with just the outside rein, he's not ready for lateral work, imo.
I swear they should call it a training see-saw instead of training scale. Whenever you teach them one thing, they forget something else.
I don't believe he's forgotten anything. He's doing exactly what you've taught him to do with your body.