How to change my 2019 filing status?

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You cannot change from Married Filing Jointly to Married Filing Separately after the due date of the tax return.

For other changes to filing status on a 2019 tax return you would have to file an amended tax return for tax year 2019.

See this TurboTax support FAQ for amending a 2019 tax return originally completed and filed using TurboTax - https://ttlc.intuit.com/community/amending/help/how-do-i-amend-my-turbotax-online-return/01/27577

You cannot change from Married Filing Jointly to any other filing status after the due date of the tax return, unless the Married Filing Jointly filing status was not valid because you were not legally married on the last day of the tax year. If that is your situation - you filed as Married Filing Jointly but you were not married - you can't correct it by simply filing an amended return. The procedure for correcting it is very complicated, and requires professional help.

For any other filing status change, file an amended return by following the instructions that DoninGA referenced.