Switching employers while waiting for wife’s dependent visa CoE

Exactly as the title says.

I applied for my wife's dependent visa CoE on the 1st of May, and it's still processing. Unfortunately, I'll probably have to switch jobs soon because the current one is destroying my mental health.

What are the consequences of doing so? I know that I'll have to update immigration about my new employer within 14 days of switching, but what happens to the CoE application?

I'm in a dilemma as to whether I should wait for the CoE to be approved and then switch or do it right now.

Thanks for any help you can provide.