Is there any way to send webhooks to external service on user's claims changing?
Currently WSO2IS does not have in built capability to send webhooks to an external service. But based on your requirements you can write a custom event handler[1] and subscribe it to the events you need to capture, process those events and publish the event data to the external service.
In your case you can write a custom event handler to subscribe ‘POST_SET_USER_CLAIMS’ event to capture user claim changes and publish the data to the external service you need.
[1] https://is.docs.wso2.com/en/latest/references/extend/user-mgt/write-a-custom-event-handler/