I changed SKU codes in my shop, but my subscritions still have the old SKU. What can I do?

One workaround for this is to manually open each subscription, remove the products from the subscription and add them to the subscription again. This will retrieve the new SKU codes and when you save the subscription, the new SKU codes will be saved.
The other option to update SKU codes in subscriptions would be to create a product swap, where you remove product A from the subscription and add product A again to the subscription. But as you created the swap after you changed the SKU code, the product swap will add the product A with a new SKU code to the subscription and remove the old one.