You need to bind d for each function created. One way to do that is to pass it as a parameter with a default value:
lambda d=d: self.root.change_directory(d)
Now the d inside the function uses the parameter, even though it has the same name, and the default value for that is evaluated when the function is created. To help you see this:
lambda bound_d=d: self.root.change_directory(bound_d)
Remember how default values work, such as for mutable objects like lists and dicts, because you are binding an object.
This idiom of parameters with default values is common enough, but may fail if you introspect function parameters and determine what to do based on their presence. You can avoid the parameter with another closure:
(lambda d=d: lambda: self.root.change_directory(d))()
# or
(lambda d: lambda: self.root.change_directory(d))(d)
