In principle, a gandhabba can learn Dhamma while in paralowa. But it is unlikely.
Humans are unique in the following way. Our brains act as the intermediary between the external world and our minds (our thoughts/sankhara are generated in hadaya vatthu). The neocortex in the brain “slows down” our reactions to external sense inputs, and can force us from making spontaneous reactions; see, “Truine Brain: How the Mind Rewires the Brain via Meditation/Habits“.
On the other hand, gandhabbas “just go with flow”. Whatever sankhara one used to cultivate in a human body, are likely to be cultivated in the same direction.
I am not sure what you meant in the question: “And is it possible to change it’s future parents, jati or even attain Nibbāna from the previous cuti-patisandhi moment at death?”.