"I often see riders posting through the loop maintaining the same diagonal. I don't think you get marked off for it, but the correct way is to change your diagonal each time you change direction, so there should be two changes diagonal during each loop."
I haven't found a person yet who agrees with this... Including the 'r' judge who was at our schooling show this weekend.
I was taught to change diagonal any time that you change bend in order to be rising with the outside front/inside hind diagonal (with the inside hind being the important player in all of that...for balance, bend, etc.). So, yes, you'd change twice in the trot loop, whenever you'd change bend.
That said, if I had a horse that was fussy about all the changing, I'd just ride the same diagonal throughout in order to keep the nice, forward gait that I need in training level.