There is an action for an animation called "is playing" that allows to you check if a specific animation is playing currently on a sprite.
You need to set up several "what if" checks to determine when to play what animation.
eg: on keyboard "left" pressed
(sub event) if flying right animation is playing -> play "turn left" animation
play left flying animation
move character to left etc....
This way any time your player is flying right and the left button is pressed, it plays a transition that turns him around. (only if he is currently flying right) otherwise, he will just go left.
same goes for all other situations he might come across