If I change my shipping charges, do my older orders change too?

No. Each order saves its own shipping amount and shipping label at the moment it is placed. Changing Settings → Store Settings → Shipping Setup, a Shipping Zone method or a product's shipping cost only affects new carts and new orders.

Old orders keep showing what the customer actually paid in the order's Summary, on the printed invoice and in the customer's account.

Customers who already have items in their cart see the new charge as soon as checkout recalculates, so it's best to change rates when traffic is low.