When it comes to early exit, PCP and leasing are notoriously challenging, and you will usually be penalised for settling early. HP is the way forward as far as I'm concerned as you actually get rewarded with interest rebates when settling early - I'm sure I've told the story here before about my pickup on HP with a balloon which I settled 14 months into a 36 month agreement and saved a few thousand quid.
I can understand the allure of PCP and leasing for the low monthlies, but what most don't know is that HP can be structured with a balloon to the same effect. You've mentioned looking at lease deals, but can I just say please exercise caution and if you do go down that route then go as short a term as possible! Lease is the hardest to get out early from by far, and as you've seen from your PCP deal, your circumstances can change a lot in 36 months.
Regarding selling the car while on finance, you can't exchange it with anyone while it is technically owned by the finance co. However it happens every day and you just need to make sure you go to a reputable trader who will settle your finance for you and do everything in the right order. They know what they're doing, they do it all the time.
Back to the pickup mentioned above, I had £10,800 as my settlement. I went to WBAC and they gave me £13,700 for it and settled my finance directly. Very smooth and they give you all the necessary documentation to make sure you're not doing anything wrong. It sounds like you are being offered a favourable settlement figure right now and that's rare in PCP world, but I would look at how much you have left before you can do a Voluntary Termination. I only say that because I know from experience that pulling off a VT on a gouging PCP lender is eternally satisfying. They will try and fight you but they know that they absolutely cannot win (if you do it all right) and they're just hoping you back down and get scared. If you stand up for yourself then you can tell them to jog on and it feels great!