Kelethin Betrayal QuestFollow

For an easy rule of thumb think of it this way:

If you go through exile you lose your spells and have the option to change your class (Dependant on situation you may be required to switch your class, or you may not be allowed to switch your class).

Moving your citizenship between two cities of the same faction (i.e. Qeynos<->Kelethin) doesn't require that you go through exile, so there is no option at all to change your class. However once you are in exile you can join any city of your choosing. Examples:

A Fae Fury goes from Kelethin to Qeynos, they don't have any class change options.
A Fae Warden betrays Kelethin going into exile, and goes to Freeport. They lose their spells and have the option to be a Warden or a Fury.
A Fae Paladin betrays Kelethin going into exile, and goes to Freeport. They lose their spells and must become a Shadowknight.
A Fae Paladin betrays Kelethin going into exile, and goes to Qeynos. They lose their spells and must remain a Paladin.
A Fae Dirge betrays Kelethin going into exile, and goes to Qeynos. They lose their spells and have the option to be a Dirge or a Troubadour.

As long as you never exile, taking on a new citizenship doesn't have any affect on your class or spells. If you do decide to betray and go into exile joining a new city means you lose your spells, and your class options are determined by your current class and the alignment of the city you are going to.