If you're in the process of recording a song, you can't change the Tempo setting once you've started to record; you must set it before you start to record.
If you're performing a song live and want to switch styles, voices, tempo, or anything else in the middle of performing, the best option is to set up everything the way you want it for the first part of the song and save those settings to a registration, set up everything the way you want it for the second part of the song and save those settings to a second registration, set up everything the way you want it for the third part of the song and save those settings to a third registration, and so forth. Then when you're actually performing the song live, you can recall the desired settings for each part of the song by pressing the appropriate REGISTRATION MEMORY button.
However, that procedure allows you to make certain changes while you're recording a song, but it can't override the normal restrictions about recording. In other words, you can use that procedure to change the Tempo while performing live, but you can't use it to change the Tempo while recording since the keyboard isn't designed to allow that.