When I first bought my horse he cross cantered quite a bit. He would pick up the correct lead and then lose it in the back after a couple of strides and then end up in a cross canter. I had my vet do a lameness eval on him and he said it looked like he simply didn't know how to canter. He was also fairly unbalanced and pretty heavy on his front end. So we did a lot to strengthen his back end and balance up a bit (lots of hill work, lots of lateral work, etc). What helped the most was what I did with my body when he cantered and I wish I could explain it.
The best I can say is that that I sat tall and deep in the saddle and pretended that my seatbones were like suction cups 'telling' his back legs where to go. I wasn't exactly 'driving' him with my seat... more of a 'using my body' to control his legs if that makes sense. I found that if I tipped my body forward he would get heavier in the front and lose his canter in the back. After a good month or two he finally started to get consistant, but I do find that sometimes now when we're jumping and he gets heavy or I lean on him at all he will occasionally lose that back lead. I also don't make a big deal out of it if he does. I just slow to a trot for a step or two and then pick up the lead again, and pet him. Sounds like Vega might be in the same boat as my horse was, lack of strength lack of balance, and she just needs to learn how to canter.
It's hard to describe how to tell if they're on the cross canter other then it doesn't feel right.
Instead of being smoother it's more of a scramble? Or his body twists differently? I could actually feel his back legs move when we lost the lead too. The biggest tip I can give you is to ride with a feel and learn how to tell exactly what your horse's back legs are doing and where they are. Once you can do that you will know exactly when Vega's cantering or cross cantering. (and when she's on the correct lead without looking down!)