I can change a Note to a different Notehead Set in Write mode and Engrave mode. However:
While I can change one notehead set to another notehead set in either mode, a notehead changed in Engrave mode cannot be changed to another notehead in Write mode, without a trip to Reset to Default Notehead first.
In Engrave Mode, Reset to Default doesn’t affect notehead changes made in Write mode (though changing to the Default Set does work, but you still can’t change the notehead set again in Write mode until you’ve reset it!).
I’m sure there’s a perfectly good explanation for it, but it can take you by surprise.
The way I see it is that in Engrave mode it’s like working with the manuscript i.e. the paper, whereas in Write Mode you’re working with all the digital intricacies of the program i.e. playback, MIDI, notation aspects. Another way of looking at it Write is the paper/composer and engrave is the publisher/printer, in the latter you can only change editorials, not the actual composition!
My suspicion is that you probably shouldn’t be able to change a notehead in Engrave mode, except that you have to be able to do in order to be able to change a single notehead that’s part of a tie chain. Probably best to stick to changing noteheads in Write mode when possible.