I used Hallows Last Hope like a tutorial for my PCs as all of them have never played pathfinder. I picked it because its short and easy to run.
Now I want to transition to Haunting of Harrowstone. Id like some advice on switching these people to this path.
Should I allow them to edit their characters like class or feats? Create new characters?
My other question is how would I connect the two story wise as they dont really connect in any way.
If they are really new to PF, then allowing them to edit their characters, or create new ones altogether is a good idea, as they may have discovered design flaws in their characters, or found out that they don't like those characters at all, just be careful of party balance, as APs usually assume a full standard party with all roles covered.
I can't help you for the transition as I know neither scenario.
If your players had no experience when creating/choosing their characters, I'd definitely allow them to alter their characters or choose new ones.
As far as relating the two adventures, you don't necessarily need to. You just need to have some hook that draws the characters to the new location in order to get embroiled in the new plot. That's a decent journey, but not undo-able if you have a reason. For example, maybe one of the characters is from Ustalav (location of Carrion Crown AP, and thus Haunting of Harrowstone) and has to travel home for some reason (sick relative, etc).