There was something I couldn't understand (well) in our last lesson. Could you spell it out (for me)?
There's something that I couldn't understand (well) in the last lesson. Could you explain it in more detail?
There's something I didn't understand (well) in our last lesson. Could you teach me in more detail?
「昨日のレッスンで分からない箇所がありましたので教えてください」は
There was something I couldn't understand (well) in our last lesson. Could you spell it out (for me)?
などといいます。
spell ~ out は「はっきり、詳細に説明する」という意味ですので、
この部分は
teach me in more detail.
explain it in more detail.
としても同じですね。
言いやすい方を覚えると良いですよ。