I've actually had no problems changing segments on complicated award tickets. I think this is my favorite benefit of being a PM. Last week, I changed a return on an international Biz award ticket, different routing and different partner with no problems.
Hearing the different stories about people losing their reservations during award changes are worrying though.
Whatever you do, don't do the changes online and just play the call center roulette until you get an agent that knows what they're talking about.