An ORM model is record representation, so is it always linked to a single table of a single database.
It will probably be possible, with quite a bit of effort, to cleanly swap databases, but it will never work if the table's schema in the database isn't completely identical.
From within the class, everything can be changed. That doesn't mean you should.
Everything that is defined as "static" is global, for all instances of the class. So changing it will have an impact on all instances, also the onces already created with the old property list.
You could by explicitly closing the database connection before you change databases and try to access the new database:
static::$_connection and static::\DB::instance(static::$_connection)->disconnect();
static::$_write_connection and static::\DB::instance(static::$_write_connection)->disconnect();
Then set a new connection on the model, make your changes, and try again.
I assume that because the connection is active, it will keep using that connection. The database layer does not do an explicit "USE" when you connect, so if both database are served by the same database engine, changes are the same connection is re-used.