You don't need to complete a city's missions to change to another one, you can talk to one of the relevant NPCs at any time to move to a new one. There will be a fee based on the conquest standing of the city you're switching to, so try to pick a week when Windurst is in last place.

As for race change... it's a feature that has been teased but hasn't had a date or details officially released yet. The last place I can remember hearing about any mention of it was the June edition of Freshly Picked Vana'diel.

Quote Originally Posted by LEIDA View Post
According to Freshly Picked Vana'diel, it looks like you will be able to re-select your race, gender, and size, including hairstyle, all together from scratch.
(However, this is still under consideration, so there is a possibility that this may change in the future.)
https://www.youtube.com/live/9i5f3qQ...rR8MjW5&t=8542
(It is auto-generated, but subtitles can be displayed from the lower right corner.)

I am using a translation app to type in English. Sorry if it is translated incorrectly to mislead you.