Intra-Company Transferee. Changing to Specialist Engineering Working Visa.

My situation is that I have a 3 year Intra company trasnferee visa, and Im checking for a new job.
Thus the actual Visa would be canceled, and I will need the new visa status. That is know and typical process.

I would like to know the experience of other people for this matter?
Is it true that I would need to leave the country to change the status? (this my main worry)

Situation with visa sponsor: The company is willingly to support the visa process with a visa vendor.
(Also couldnt find a recent or related post of this matter in this group)

Thanks all!!!