starcraft-2
I am concerned about my choices for leveling up in the Heart of the Swarm campaign because in Wings of Liberty I made some bad choices which I could not reverse.
I notice the Evolution Chamber upgrades can be changed on the fly for zerglings, but are there upgrades which can't changed such as Kerrigans levels?
Roaches benefit from the missile upgrade
source - sc2 armory: roach
If I'm understanding your question properly, in order to have two Heart of the Swarm licenses you need two Wings of Liberty licenses.
Since Heart of the Swarm is not a stand alone expansion, you need to have all the prerequisite games in order to play it (each copy).
You can see for example, on this Cataclysm box art for World of Warcraft, that it requires "Wrath of the Lich King to play". Wotlk says it requires TBC, and TBC requires the base game. It is expansions all the way down. This trend stands true for all Blizzard games to date, as they don't release stand alone expansions.
Best Answer
The only "permanent" choices are the results of the "Evolution Missions". (For an example, see here: Raptor or Swarmling Zerglings in HOTS? )
The 'smaller' evolved benefits, available directly from the evolution pit (once you unlock the unit) may be changed at any time, as can Kerrigan powers.
The zergling lemon juice allergy, however, you're stuck with.