I was also going to comment on pointing toes out versus pointing toes forward. That actually comes from the hip with the whole leg being rotated.
I grew up doing h/j and was constantly picked on for heels down. It is very annoying since most trainers do not understand or give a hoot about a person’s own conformation and what that allows their bodies to do or not do. I cannot do heels down. Nor can I do a deep grand plie in ballet. My body just isn’t built that way.
OP, it may just be that you are hyper flexible and that is how your body goes. And it may be that by trying to change it you are actually creating more tension because you are going against what is natural for your body.
But, back to the toes out / leg out. In dressage the leg position is more of a toes-forward position which, as I mentioned above, comes from the hip. See if you can adjust your leg when you first get on. It might help if you have someone on the ground “show your leg the way” by manually adjusting it. Lift your leg out and away from the horse. Rotate your whole leg inward, starting with the thigh so that your knees are pointing forward. Relax your leg against the horse. Just let it sit there. Don’t try to put your toes down or heels down, just let it be. Sit on your horse for a moment and don’t move. Scan your body. See if you can recognize a place where you are holding tension. See what you need to do to let that go.
Now walk forward. Did your body change? Did tension creep up? Did your leg rotate back to it’s “normal” position? Did your heels go down? Stop your horse, pull your leg away again, toes and knees forward. Start over. When I switched from h/j to dressage, my new dressage instructor did this to me every lesson at the beginning of the lesson, multiple times. I couldn’t even make a full circle without being readjusted.
It sounds very tedious, and it is, but when coming from a h/j background, your seat/leg/heels are used to being in a different position and your muscle memory wants to take over. You need new muscle memory.
Another thing to consider is your seat and how it sits in the saddle. In h/j there’s more of a “bum out” position as you hover over the saddle in two-point (think squats). That position is good for maintaining your center of balance as you are semi-squatting in the saddle. It also facilitates heels-down. In a dressage saddle you want more of a “belly button forward” position, which allows your leg to hang/drape more straight down and don’t necessitate or facilitate a strong heels-down position.
Related to the above, saddle fit for the rider could also be a big issue. Where do the stirrup bars hang? How comfortable is the seat (how deep or shallow, narrow or wide, steep rise or not, etc.)? Where does your bum fit in it? How do the thigh blocks help or hinder your leg, etc. There’s lots to consider and it helps to sit in a lot of saddles to determine what fits you best and makes it easier to ride. I know when I found a dressage saddle that fit me well, I was like “so that’s the secret!” A saddle that fits you well allows you to just “be” and you don’t have to fight to put any part of your body anywhere, it all just clicks!
I know it is a scary proposition to post a video, but someone may see something that helps you out a little bit.