I was able to change the cores while a render was in process by going to the "Workers and Pools" section. I think it waits for a task to process before switching the cores. At first it didn't look like it did anything, and then it finally switched.
I also had a render of 487 Tasks, 487 Completed with 3 Failed Tasks...the render completed, but the file is nowhere to be found. I'm trying it again and wondering if it was due to those 3 Failed Tasks that ruined the entire thing? I should have rendered the frames out...but I didn't.