How do I need to chance my oxygen settings if I have COPD and I need to go on a long flight?

No chane needed. Airplane cabins are pressurized so you should not need to change your oxygen settings. You will need to make arrangements so you can bring oxygen with you ont eh airlines.
There is a test. You may need to adjust settings. There are tests called "airline simulation test" or "high altitude simulation tests" to mimic going into a plane. If one is available, then i would take it.