Is there a way to change the active leg in the flight plan, so it
gives guidance "from the waypoint that you skipped to the next
waypoint" rather than "from where you were when you pressed the button
to the next waypoint"?

Yes, of course. Here is how:
1. Hit [FPL] and turn on the cursor.
2. Rotate the big knob and move the cursor to the ending point of the
leg you want to intersect. (say Vxxx is defined by WayPt1, VORX, you
move the cursor to VORX)
3. Hit [Direct] TWICE (here is the trick, hit twice instead of once)
4. Hit [Enter]

Now the entire leg (Vxxx) become active. GNS430 will give you heading
to intersect the leg and advise your turn inbound VORX when you about
to intersect the Victor airway.

Some good GNS430 trick can be found at
http://flyimc.mywowbb.com/