All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
If a woman assumes her Ihraam to perform 'Umrah (minor pilgrimage) and then has menstruation, she remains with the same status and must refrain from doing any of the nullifiers of Ihraam. However, she is not permitted to pray or to circumambulate around the Ka'bah as long as she is in menstruation. She has to wait in Makkah or anywhere else until she becomes pure and then she can perform Tawaaf (circle the Ka'bah), Sa’y, and cut her hair, and by doing so her 'Umrah (minor pilgrimage) is completed.
However, if her menses continue until the 8th of Thul-Hijjah when Hajj starts, she has to include the intention of Hajj with the intention of 'Umrah. Hence, her Hajj becomes the Qiraan type of Hajj (intending to do Hajj and 'Umrah together in which one only performs the actions of Hajj and 'Umrah is combined to it by intention only), and must slaughter Hady (a sacrificial animal).
She therefore performs all the rituals of Hajj but does not perform Tawaaf until she becomes pure. The evidence is the narration of the Prophet when he said to `Aa'ishah : "Perform all the rituals of a pilgrim but do not circumambulate around the Ka'bah." [Al-Bukhari and Muslim] Meaning that she would assume her Ihraam from the Meeqaat, utter the Talbiyah (i.e. uttering the type of Hajj one intends to perform) saying: "Labbayka Allaahumma Hajj" (O Allaah, in response to Your call, I perform Hajj [mention the type of Hajj one intends to make] [Qiraan, Tamattu' or Ifraad]), then she spends the night at Mina, stands at the Mount of Arafaat, throws the pebbles (Jimaar) and performs Sa’y between mounts Safa and Marwah, and other rituals of Hajj but should delay Tawaaf until she becomes pure.
As regards changing the Ihraam during Hajj, if you mean changing the Ihraam garment, then this permissible at all times on the condition that there is no perfume on the new one. However, if you mean changing the intention to perform Hajj instead of 'Umrah (i.e. Hajj Al-Qiraan) then this has already been discussed. To conclude, changing the intention from one ritual to another has many forms among which is what has already been discussed above.
Allaah Knows best.