You mention that you & your horse had to work at picking up the correct lead, and that she was previously a gaming horse. These two things tell me (in order) (1) your horse isn't/wasn't balanced or collected going into the lope, and (2) maybe there's a chance she gets a little happy when you pick up speed and pops her head up?
My solution is to go into a snaffle (hopefully you're schooling in a snaffle bit and not a curb!) and ride two-handed with contact on her mouth. Ask for a canter. Don't think about loping, just think about moving forward at a happy relaxed canter. Once you're moving, use your legs and seat to push her forward while steadily holding contact and asking her to meet you on the vertical (you may have to go back and teach this at a walk if she does not regularly accept contact). When she is moving forward with her butt and finds herself balanced, you will see that she will very easily meet your contact on the vertical (thus the "head set.")
Another important thing to is to make sure that her nose is tipped to the inside of your circle and that she is balanced on your circle before you ask for her to lope or canter. This will ensure the proper lead and also mean she has no need to throw her head up for balance during the transition. You can accomplish this moving her nice and forward and gently "sponge squeezing" your inside rein. Always relax your inside hand when she gives to your pressure as a reward.
Once your mare is pushing from behind and "on" the circle with her whole body, you won't even think about the "headset" because she'll have the whole package! Now all you need to do is bring that canter down to a lope by shortening her stride.
PS... it is obviously not this easy, and I too am an amateur rather than a trainer.
Video would help, but this should give you a few ideas to try out.