WELCOME to the SBO forum.
Congrats on your new boat.
I understand the frustration within your query.
Kappy is correct that a dirty bottom can inhibit control function.
But that is not the primary reason for the difficulty in changing direction. I would say the primary reason is the hull shape and keel of the boat not the rudder.
I have not idea of the type of boats you used in your 5 year racing history. This boat (both the original Columbia 29 and the 29 MKII) has a long keel with a rudder attached. This design is not one to turn like a sports car. Think large 28ft box truck or 32 ft RV.
Modifying the rudder will have no impact on the influence of the long keel. As you go in reverse. You have the prop pushing water over the keel wanting to move the boat in a straight line. You can try to give the engine a burst of speed then put the prop in neutral. This may help you get better control and bite from the rudder. Just be aware nothing will be quick to turn.
Just look at the long keel on both of the designs.
This is the original 29
This is the 29 MKII