Originally Posted by
gestrich19
If the relative wind and heading change simultaneously (one does not cause the other), then why does the aircraft change course? What is the cause directly preceding the change in direction of flight?
You actually had it right. The horizontal component of lift merely sideslips the airplane one way or the other. The changing relative wind on the vertical stabilzer causes the aircraft to yaw in the new direction of movement.
(Note that some people are confusing yaw with sideslip. In a 360 degree turn, perfectly coordinated, the nose will yaw 360 degrees, with no sideslip.)