How do I change iCloud primary email?

As far as I know the following information is up to date:

Once you have created an iCloud account and chosen an @icloud.com address to go with it you can't change the address (short of creating an entirely new account).

However, all is not lost. You can add up to three 'email aliases' - these are additional addresses (not accounts) which deliver into the same inbox as the main account. (In fact it's a good idea to give out alias addresses, rather than the main address, because if they attract spam you can easily change them: and making your sign-in the same as a contact address nis a security risk.) You would still sign in with the original address but no-one else would see it.

You should be aware before you start that once you've created an alias you cannot turn that address into a full iCloud account or move it to another account.

More information on aliases here: Add and manage email aliases for iCloud Mail on iCloud.com - Apple Support

There is an Apple article on changing your Apple ID: Change your Apple ID - Apple Support - this would enable you to do what you want BUT I suspect it only works when your Apple ID is a third-party address. I can't find confirmation of this except what is said at the bottom of the first page I linked to.