Have you had a chiro look at him? I know a horse who wouldn't pick up the left lead, but picked up the right just fine, and the chiro said that he was a bit out of place, and adjusting him did help a little, but he's also got something else going on, so they were going to bring in a vet. I haven't talked to the person in a while, so I don't know what the vet said. If he's fine going the other way, looks happy, and listens well, except when asking for that right lead, then I would suspect that he's sore, somethings out of place, or something else is going on, that is making it uncomfortable. Especially if he's taking off and acting frustrated when he's not getting it. I would have someone come look at him before you start really getting after him, and trying to force him to pick up the lead. It may be that all he needs is a firmer hand, but I'd rather rule out pain as a possible problem before taking that route.