You could say: "I seem to have got stuck and I am clearly not 'getting' what you are telling me. So I am going to try another instructor to see if a different style can get through to me".
Or: Ask them to fly whatever it is you are struggling with while you 'follow-through' by lightly holding your yoke to feel the inputs they are making. Ask them to keep up a running commentary while they fly on what they are doing, where they are looking, what they are going to do next and what corrections they are making, Ask questions about anything at all that you don't understand.
Remember, you are the customer, and you are the one paying for the fuel and their time. They work for you. Don't keep spending money if you are not getting good service. Don't waste money just to save someone's feelings.
It is not a failure if you want to change instructors - it happens. I changed instructor or was rostered a different instructor during my commercial training, and sometimes a particular thing became clearer with a different person teaching me.
You might simply respond better to a different style, and any instructor should appreciate this and endorse a change.
Good luck
