When making up missed fasts, it is essential to form the intention the night before, as is required in the case of the original fast .

Dought clear - I wasnt aware that ramadan fasts missed due to
menstruation hadto be made up before nafl ones and I started keeping
some nafl ones so is it possible for me tochange the intention of the
previous nafl ones I have kept or to change the intention of fast
during the day? Because the one I kept today for example I started off
with the intention of keeping a nafl fast but can I now change this to
the intention of making up the ones I missed in ramadan?
Praise be to Allah.
Firstly:
It is not valid to change the intention of observing the voluntary
fast that one has completed in order to make it a fast to make up for
a day of Ramadanwhich one did not fast, because when making up missed
fasts, it is essential to form the intention the night before, because
making up missed fasts comes under the same ruling asthe original
fast. The Prophet (blessings and peace of Allah be upon him) said:
"Whoever does not intend to fast before dawn, his fast does not
count." Narrated by at-Tirmidhi, 730; classed as saheeh byal-Albaani
in Saheeh at-Tirmidhi. At-Tirmidhi said after quoting it: What is
meant, according to the scholars, is that the fast does not count for
the one who did not form the intention to fast before dawn broke in
Ramadan or when making up a missed Ramadan fast or when fasting in
fulfilment of a vow. If he did not form the intention to fast from the
night before, then it does not count. As for voluntary fasts, it is
permissible for him to form the intention after dawn breaks. This is
the view of ash-Shaafa'i, Ahmad and Ishaaq. End quote.
an-Nawawi (may Allah have mercy on him) said:
A Ramadan fast or making up a fast or an expiatory fast or a fast
offered as fidyat al-Hajj (compensation for mistakes in Hajj) or other
obligatory fasts are not valid if the intention is made duringthe day.
There is no difference of opinion onthis matter.
End quote from al-Majmoo', 6/289
See: al-Mughni by Ibn Qudaamah, 3/26
That is because changing the intention after finishing an act of
worship does not have any impact.
As-Suyooti (may Allah have mercy on him) said in al-Ashbaah
wa'n-Nazaa'ir, p. 37:
If a person intends to end his prayer after completing it, that does
not render it invalid, according to scholarly consensus. The same
applies to all other acts of worship. End quote.
So the fast that was done with the intention of observing a voluntary
fast cannot count as a fast observed to make up for (a missed
obligatory fast).
And because if he started observing it as a voluntary fast, then he
decided during the day to change it into a fast observed to make up
for(a missed obligatory fast), then he would have fasted part of that
obligatory day on the basis that it was voluntary, so it cannot make
up for an obligatory fast, because actions are but by intentions, and
he fastedpart of the day with the intention of it being voluntary.
And because he changedthe intention from a general fast to a specific
fast, and that is not valid.
And Allah knows best.
For more information, see the answer to question no. 39689
But we should point out to you that observing naafil fasts is not
disallowed for the one who still has to make up Ramadan fasts, as
mentioned in the question. Rather the correct opinion is that if a
person wants to observe a voluntary fast when he owes an obligatory
fast, such as making up missed days from Ramadan and the like, his
fast is valid so long as he still has enough time to make upwhat he
owes before the next Ramadan begins. But what is not allowed is to
fast the six days of Shawwaal before making up what he owes from
Ramadan. However this is a matter concerning which the scholars
differed.