A change of this type? Is it related to type of something or like a level (importance)? Or it can be both?
It would most likely be type of something, but it could be both depending on the context.
Does this mean "a change like this..." ?
That is definitely one way to interpret it, though this is definetly a sentence that would make much greater sense in context.
Is it like "a change of this magnitude"?
Not necessarily. It is like: "A change of this kind" which could refer to both a change in the type of situation or magnitude of the situation".
not impossible, AKA "possible"
Yes, but with a different subtext.
Honestly, there is a difference of "this" type or "that" type???
Yes. 'This' is written with '-is', and 'that' with '-at'.
They are two different words, both in English and in Danish.
The meaning is the same...