Looking good! Nice shoulder hip heel line. You are curling up a little on your leg, try to stretch down so your weight is distributed evenly down your legs.
Keep those thumbs on top!
In the second photo you look a lot more relaxed on top but there is tension down your legs. In the third photo you are VERY relaxed ontop but tense at the bottom.
When you try and 'collect' her up, do you shorten the reins and keep pushing her forward or do you kind of pull her head into position? Just curious.
Personally I would want the reins a hair longer so you could open up your chest more and sit a little deeper but very nice OP!
The 2nd photo she is turning/bending and staying put together. Where exactly do you have trouble with losing the "connected" feeling when turning? You mentioned your leg slips back.