For some reason I'm thinking that you might need to test outside of the VB IDE.  Try adding a message box in OnRecordChanging, compile and run it outside of the IDE.

Dear Django,

I did a testing and put a simple msgbox on record changed/Changing it does not fired up.The only time it fired up is when I close the F9 Screen it fired the on record changed.

This is what I did for a PO Receipt screen.  Basically I have a dsDetail for the regular detail lines and when the user presses F9 I change the data source that my dsDetail is pointing to. When the screen is closed, I point it back to the regular dsPORCPL.

I have not upgraded this code since 5.6 so something might have broken in the mean time.  Hopefully it helps.

Private Sub AccpacUI_OnPopupClosed(ByVal strPopupName As String)
    
    If strPopupName = "DetailEntryZoom" Then
        Set dsPopupDetail = Nothing
        Set dsDetail = AccpacUI.UIDSControls("dsPORCPL")
    End If

End Sub

Private Sub AccpacUI_OnPopupOpened(ByVal strPopupName As String, PopupDSs As AccpacPO1310.ACCPACDSControls, PopupCtls As AccpacPO1310.ACCPACControls, strPopupCaption As String, icoPopup As stdole.Picture)

    If strPopupName = "DetailEntryZoom" Then
        Set dsDetail = Nothing
        Set dsPopupDetail = PopupDSs.Item("dsPORCPL")
    End If
    
End Sub

I have this code:

Private Sub dsDetail_OnRecordChanging(ByVal eReason As AccpacCOMAPI.tagEventReason, pStatus As AccpacCOMAPI.tagEventStatus, ByVal pField As AccpacDataSrc.IAccpacDSField, ByVal pMultipleFields As AccpacDataSrc.IAccpacDSFields)
    If eReason = RSN_REFRESH Then Exit Sub
    
    If eReason = RSN_FIELDCHANGE Then
        '*****************************************************************
        'Programmer: Duplicate any logic here in dsPopupDetail events, too
        '*****************************************************************

And I have this code with a note for me for when I forget that this won't work properly when debugging. :)

Private Sub dsPopupDetail_OnRecordChanging(ByVal eReason As AccpacCOMAPI.tagEventReason, pStatus As AccpacCOMAPI.tagEventStatus, ByVal pField As AccpacDataSrc.IAccpacDSField, ByVal pMultipleFields As AccpacDataSrc.IAccpacDSFields)
    If eReason = RSN_REFRESH Then Exit Sub
    
    If eReason = RSN_FIELDCHANGE Then
        '****************************************************************
        'Programmer: Duplicate any logic here in dsDetail events, too
        'Programmer: THESE EVENTS DO NOT GET TRIGGERED WHEN DEBUGGING
        '****************************************************************

Dear Django,

Thanks for your guidance and help, now it works well.