Stalling on turns used to be an old carburator problem. Not so much with fuel injection. But anyways, so it could be fuel sloshing away from the fuel pump pickup tube in the fuel tank while making turns, but that's not normally possible unless it's been modified in some way.
Or a fuel line in getting squished somewhere on the car during turning when the body is rolling a bit. Or a poor electrical connection is possible as well.
Only other thing I could think of is there is a fine mesh filter sock placed over the fuel pickup tube in your gas tank and if it were to be clogged up with junk it would pose fuel flow problems. This is often a problem on older fuel injected cars where it's never been replaced.