Consignment PO and goods receipt is a legal entry for vendor.
As we know that PO is a legal document for vendor.
So you can't change the vendor for goods receive or PO.
The best practice will be to cancel the all process and make a new PO and GR.
First cancel the goods receipt 101.
Then set deletion flag in consignment PO.
Then create a new consignment PO with correct vendor. Then process follow.
We know there are no option to change the consignment stock from vendor A to vendor B.