In contrast to other messengers, your identity in Threema is not dependent on a phone number. Irrespective of the SIM card / phone number you’re using or in which country you are, your Threema ID stays the same and everyone can still reach you. Your existing chats are unaffected by a change of your phone number as well.
Do you have a new phone number and don’t use the old, linked one anymore? Simply delete the old number in the “My Profile” (Android) or “Profile” (iOS) tab and type in the new one – your ID is now linked to the right number.