I’m new to the engine, and wonder if a level sequencer is a must-bound with one particular level.
What if I change something in the level and save it to another new name, how can I get back those stuffs within the sequencer I created with the old level name?
That’s correct for the most part. You can run Fix Actor References and it will try to match up binding names with actor names. Take a look at the docs at the Advanced section here for what Fix Actor References does: