We investigate the stability of few-electron quantum phases in vertically coupled quantum dots under a magnetic field of arbitrary strength and direction. The orbital and spin stability diagrams of realistic devices containing up to five electrons, from strong to weak inter-dot coupling, is determined. Correlation effects and realistic sample geometries are fully taken into account within the Full Configuration Interaction method. In general, the magnetic field drives the system into a strongly correlated regime by modulating the single-particle gaps. In coupled quantum dots different components of the field, either parallel or perpendicular to the tunneling direction, affect single-dot orbitals and tunneling energy, respectively. Therefore, the stability of the quantum phases is related to different correlation mechanisms, depending on the field direction. Comparison of exact diagonalization results with simple models allows to identify the specific role of correlations.