My gm tells me that I'm not allowed to do it. Even if you don't like your character or if you would like to try out something else.
My first character was a dwarven paladin. It had too few reactions in a turn. At level 9 it has more kinds of reactions but no more than it can use in a turn. So I know what problems it will have.
There was also 2 paladins in the level 7 scenario one with more or less the same build as the one that my level 9 character would have.
What are your thoughts on this?
Has Paizo mentioned anything about this?
I think it doesn't really matter if you want to change your character in part 4. I think I'm going to allow my players to use one of their characters in any of the last 3 chapters as long as they survived since some of them thought their character weren't as fun as the characters they played in later chapters. They should however only start with items they gained from chapter 1 and the ones they get from beginning in chapter 4. You will have to retcon that they don't have the items they gained from their respective chapters.
Any of the characters that survived the first three adventures would easily be justified as being asked to join the Order, and there would be no problem conceptually with any of them being invited to adventure four. The game is still supposed to be a fun experience, there's nothing gained by forcing a player to stick with a character that makes them unhappy.
Characters from adventures two and three had starting item picks. If coming from adventure three, just say those items are already spoken for where there is overlap. A level 5 pick from adventure three counts against a level 5 pick from adventure four. Any picks of level 4 or lower, like some of the picks from adventure three and all of the picks from adventure two, can be paid for out of the 250 gp you start adventure four with if you want to keep those items. I'd allow one level 3 pick to be kept for free, since the PCs from adventure one each get a level 3 item as a reward after the adventure is over.
Adventures two and three don't have significant amounts of treasure you can find during the adventure, really about the same as adventure one, so I would just allow anything a player found in-play in either adventure to carry forward the same as a character from adventure one can keep what they got.