Hi Baiyang,
Thanks a lot for your replies. I was going through the Fed application details. It appears that people with CSQ should send their Fed applications to CIO in Canada and not to the local embassy. Earlier it said applications should be send local Canadian embassy. Not sure which one is trued. If it is Centralized Intake Office in Canada, then i think changing country shouldnt be a problem.
This is new rule so u have to send your application to CIO instead of your local visa office.