How do you change leads still in the canter? This is a question that needs to assume a lot about what the horse already knows and how relaxed the horse is when you ride. The assumptions will be that the horse naturally changes lead when you change directions, say for instance you are doing figure eights and the horse naturally changes when your turn changes into the opposite direction. Also his neck should be supple and he willing flexes his neck when you direct rein him. If he puts up resistence to you when you turn then he is not mentally ready to listen to you when you give him the cues for changing leads. He should also be willing to start on what ever lead you ask him to lope off on from a trot and a stand still and will maintain the gate until you ask otherwise.
Now with our assumptions in place have him cantering down a straight line. If he is on the right lead and we want to go to the left lead then put slight tension in the left rein so that his nose tips to the left. Apply pressure to his left rib cage so that you are almost asking him to two track. After a few strides release the left rein tension and left leg at the same time while you put your right calf and heel against his body and back a couple of inches from straight down. You then may want to put your left leg ahead and out about an inch too. Hold this position until he changes leads. Then go back to a neutral state. Don't force the lead by applying more pressure. Just let him find it.
If you run out of room going in the straight line then at the point where you have to turn ask him to turn to the left so that he will pick up on the left lead anyway. Practice this only 2 or 3 times per session. If he does the lead change on the first attempt don't bother doing the lesson again till the next session. This way he won't associate lead changes as being a form of punishment. Also allowing him to work on this in a big pasture will be best so there is time for him to figure out the pressure against him releases when he does the lead change and not just because he turned.