have you seen Nigel Armitage's video on the saddle stitch in detail? he shows left and right handed saddle stitch...in a lot of detail. and also the option of putting the needle up through the loop on one side in order to put an overhand knot in the stitch to force it to lay at the angle.
i've watched it quite a few times and i seem to pick up something new every time.
anyway, it might help.
I'm trying to visualize what you're describing...it could be the stitches don't lay right the first way due to the angle your holes are vs. the direction you're stitching.
hard for me to explain...maybe someone else can explain it better than i can.
also, try putting two pieces of leather flesh side to flesh side and then stitch a while each direction. i found i was using sort of crappy leather and it made my stitches on the flesh side appear to be straight. once i did that flesh side-to-flesh side test, it was slanted correctly on both sides without me changing how i was stitching.
not sure if that helped or made it more confusing...