There is no regulation (in the UK) to prevent you switching from residential to DL or from DL to residential. Such changes are not at all uncommon in the UK. But it is quite possible that authorities in other countries will have a different view. The best thing to do is to talk to your local equivalent of the CAA.
In the UK all you need to do is to find a suitable school and talk to the CGI. If he is any good at his job he will talk to the CAA and make all of the arrangements for you. Part of the process will involve your new school getting a copy of your training records from your old school.
The biggest problem is that the module structure in your new school is unlikely to the same as that in your old school. But this is not an insurmountable problem.
Finally you will probably not get a refund from your old school, so the overall costs will be higher.