If you want to change the authority of a candy machine created using sugar you just have to use
sugar update --new-authority NEW_PUBKEY. This will change the authority of the Candy Machine and the authority of all the unminted NFTs (when someone mints one of these NFTs will have the new authority) but won't change the authority of already minted NFTs.
If you Candy Machine has a collection attached, then it's really probable that this collection NFT will have the old authority, so you will have to update the authority of the Collection NFT (you can use metaboss as you said), and also you will need that to update all the NFTs that were minted before the Authority update.
If you change the CM authority, but you don't change the authority of the collection NFT then everyone who tries to mint that CM will have an error because both authorities don't match.