As found here in the linked CLOUD-10809 issue, we do not support this as we are not on the list as a vendor who is compatible with such changes. We do not have additional details about what impact can be expected when changing an Atlassian URL for a project. It is possible that you may lose all data from before the URL was changed.
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We recommend staying up to date on any updates that may be posted about the JIRA orb in our CircleCI Discuss forum announcements: