There is no concept of change management in Marketing Cloud. When connecting from CRM to Marketing Cloud, you are connecting from production to production environments. While there are Change Sets in CRM where you can push changes from Sandbox to Production, nothing like this exists on the Marketing Cloud side. The only options are to use a Multi-Org connection to a "sandbox/development" version of a child business unit in Marketing Cloud. Even so, changes in the "sandbox/development" child business unit will need to be copied and pasted over to the "production" business unit in Marketing Cloud.
Automations and Journeys will have to be manually copied and even if you use Deployment Manager
to copy between business units, this is still a manual effort. Relevant StackExchange post: https://salesforce.stackexchange.com/questions/155745/marketing-cloud-connect-multi-org-configuration-for-quality-environment/294118#294118