The CX4 is perhaps the most Lefty-friendly gun out there, IMO.
It's very easy to do - let me walk you through it.
There are three elements to switch to Lefty: the bolt, the mag release, and the safety. The charge handle can be on either side.
for the bolt: (this takes less than a minute)
Pull the main pin and disconnect the upper from the lower.
On the upper, pull back on the charging handle to remove the bolt assembly from the upper receiver. (the handle pulls out from the bolt through the round hole at the end of it's slide path.)
On the top of the bolt, right near the back end where the springs protrude, is a metal clip. This can be removed by pulling straight up on it. I've been using the recoil spring to help push it up...watch it it might pop off.
This clip holds the recoil spring assembly and the ejectors in the bolt. when it is off, you can lift up and out the recoil spring assembly; then the ejector assembly from the left side, and the solid piece ejector rod on the right.
At this point you've got the bolt block with that little piece of plastic covering one port-hole. knock it out, and put it in the other side....or don't; i removed mine entirely.
Then put back the two ejector pieces in the sides of the bolt, but on the opposite sides: with the piece with the spring on the right (to push casings out the left side).
Recoil spring back on the top, with the clip back on top of the bolt and those three elements.
Reinsert bolt into upper, aligning the bolt with the hole for the charge handle. Reinsert charge handle (as a lefty, i like it on the right side for off-hand operation).
Re-assemble the upper and lower and you're good to go with left-side ejection.
For the mag release: (i did this years ago when i got mine, and haven't tinkered with it since) You might need some needle-nose piers or forceps for this.
Disassemble upper from lower; look down mag-well on the lower. You can see a loop/bend of a spring (that looks a bit like a hair-pin) on the inside-front of the mag-well about 1/2 an inch down, at about the level of the top of the trigger. Pull that little guy out and up.
The mag-release button should be loose in there now. Pull it out the one side, reverse it, and in the other side.
Now the hard part....reinsert that hair-pin spring: takes a couple minutes but you'll get it.
As for the Safety: You've got to disconnect the bolt-release lever on the left side of the lower receiver first.
This is done by holding the lower receiver and looking down at the exposed action: you'll see that when you toggle the bolt-release button, a metal part goes up the left side of the action to the front of the housing, and sits in a hole in the release-button.
By pushing back on that piece (towards the butt) you can align the knob on the mag-release piece with the hole on the metal piece. The Mag release should drop right out.
Now you can turn up that internal piece, and back a hair, and it should pop out too.
The bottom of this piece holds the safety-bar in place; so with it gone, you can slide out the safety, reverse it, reinsert it, and reinstall the piece...careful of the spring in the front right side of the action area. It needs to be sitting on the track in the piece you're re-installing.
From there, put back in the bolt-release piece and realign/insert...slap the upper and lower back together, and you're good to go.
Once you see how everything fits together, you'll be able to swap it out from lefty to righty and back in a matter of minutes.
Hope this helps. It's really quite easy, but i know writing isn't pictures isn't video....