1. “Can it be that during existence aññathā is just change (which is annoying)?”
– It is more than annoying. It is more like unexpected changes which keep coming.
– Examples; getting injured, sick, etc. But it is not restricted to one’s health. One’s belongings are subjected to it too, (all sankhata) leading to mental distress in addition to any physical pain.
2. “Then the question is, what category is physical pain?”
– Physical pain comes mostly as kamma vipaka.
– Of course, it is part of the “pīḷana” nature.
3. “This experience is mostly not as wanted (anicca) which leads to dukkha(dukkha).”
– Yes. See, “Anicca – The Incessant Distress (“Pīḷana”)“