Sick of being pulled along.  Feel stupid with her being such a small dog.  She is getting worse.  She has a harness on and I have pulled her back which seems to make her worse.  She then sets off as fast as she can and ends up walking on her two back legs practically!!!!!  She is 4 months old and was fine when I first started taking her out but now wont pay any attention to heel, sit and I don't feel confident letting her off her lead any more.  The last time I did this she was reluctant to come back to me but happy to go to other people.  All this said she is really well behaved in the house.  My four year old can get her to sit and stay.  Any advice appreciated.  I have read and tried different things to stop her from pulling.  Changing direction and stopping until she stops pulling.  HELP

Firstly, she's only a baby so you need plenty of patience - she won't change overnight. personally, I think most harnesses are useless. You would be better trying her with a halti, or similar (she'll HATE it at first, but perservere). The stopping & changing direction will work - in time. You need to get her to pay attention to you - have you tried offering her treats when she turns & looks at you? You could also try clicker training.
Don't let her off the lead until you're sure she'll come back by practising at home & rewarding her when she does come back - however long it takes. If you let her off when you're out, call her back a few times without puting her back on the lead, otherwise she'll associate being called to loss of freedom.
Not my breed & someone else with Cav. experience will probably have other suggestions.
Have you thought of taking her to training classes?
At the moment everything is new & exciting - she will improve if you perservere.
Good luck.

Haltis are not really practical for cavaliers especially puppies as they have quite short muzzles

i would suggest lots of 6 minute training sessions at home before taking her out & also training classes

She is very young & will need lots of patience & motivational training