Keep a good line of communication going with the seller via your Realtor. Many sellers will extend to assist their buyers, but they might not if they think they can get a better deal on the open market.
Consider offering something to them. Give back some or all concessions the seller has provided you (if any...such as closing cost, making a repair, etc). Offer them all of the earnest money if you don't close. This will show some good faith on your part to them.
You changing lenders was not the sellers fault and your responsible for your lenders actions. If you, as the buyer, cannot close for reasons not caused by the seller, you are in default and the seller has options. Always speak to a real estate attorney for more specific answers.
Bernstein Realty, In.