I know this advice is coming a little late, but hopefully it can still be helpful.
Pic 1) It was said before, but I'll say it again, relax. You look very stiff and not very deep in the saddle. Also your hands should be touching mane/hair, you have your hands really high, especially considering the aggressive bit you've got.
Pic 2) You're over leaning into your turns and judging from your elbows your hands are probably still too high. However your seat is good (aside from the leaning) and your leg looks better than in pic 1. Did you adjust the stirrup or is pic 1 a bad angle?
Pic 3) You're standing in the stirrups rather than sitting and putting weight in them. You are leaning forward. You are really up in the horses mouth at this point. I read about the situation and I think you are trying to turn him. I think I see why you are having trouble aside from the horse being stubborn. You have heavy pressure on your right side (presumably to pull the horse around) however you also have a lot of contact from your left hand. This would be confusing for the horse and results in the head being brought up to avoid the pressure. You might want to try gentle, tugging pressure from the right rein only, letting the left rein go almost entirely slack. Also, don't forget, you have legs; inside leg inside leg inside leg! I hope that made sense.
Also, it might be a bad angle but it looks like you are drawing back with the reins, you might want to draw up or out or a combination (depending on the training of the horse).
Pic 4) You are really far forward and your feet are too far back. Really kick them out there, this is western, relax, lol.
Pic 5) Are you posting? Stop it, stop it now, lol. You can post in a western saddle, I sometimes do over rough terrain, but if you can really put the pressure in your stirrups and get a good deep seat, sitting a trot would really improve your tendency to lean forward. Also your hands are too high and you are really in the horses mouth. Let the reins drop a little and get some neck contact. Also is there a reason you're using that particular bit? It gives you a lot of leverage, so it might be exacerbating being in the horses mouth.
Romeo is a real looker, he looks a little uphill and he has a smaller head and neck than I like, but nothing really jumps out at me.