Your passage is not evidence that they changed their Sabbath to the First day. They kept time differently than we do.
When the sun set, their day ended and their new day began. So, in Acts 20:7-9, they were likely gathered around on the Sabbath day already and when they broke bread on the First Day, it just means Saturday night. Paul began speaking in the evening and continued until sometime in the middle of the night.
Eutychus’ death gives evidence of what I say, because his falling asleep would indicate he’s tired at the end of the day rather than the beginning.
7 And upon the first day of the week, when the disciples came together to break bread, Paul preached unto them, ready to depart on the morrow; and continued his speech until midnight.
8 And there were many lights in the upper chamber, where they were gathered together.
9 And there sat in a window a certain young man named Eutychus, being fallen into a deep sleep: and as Paul was long preaching, he sunk down with sleep, and fell down from the third loft, and was taken up dead.
Nevertheless, as it took place on Saturday evening after sundown, this meeting did occur on the first day of the week, not the seventh, or Sabbath.