I saw a clinic with Julie Goodnight. Same problem as your horse. What she had the rider do was, canter one half of the arena on the left lead, come back to a trot as you cross straight across the center. Literally a stride before you're about to crash into the wall, ask for the right lead canter. (obviously give her some forewarning by setting her up with the proper bend before you get to the wall) Even if you don't get it, go right. Make that circle whether you get it or not. Trot it if necessary. Again come across the center at a trot and a stride before the wall, ask for left lead canter and go left. Do this over and over. Be sure to never go the same way twice in a row. Always go left, then right, then left, etc. Your horse will quickly understand the game. The rider in the clinic got it after about 7 tries. When you do get, only let her canter on the right lead until it starts to deteriorate and bring her back to a trot. Lots of praise to let her know she did it right. The thing that seems to make it work is to get as close to the wall as possible. That way, your horse has run out of room, has to turn right to avoid hitting it, and the resulting bend and weight shift automatically puts her on the right lead. good luck.