Hi Jan!!
Yes, Mistika will make a friendly reminder, then will make the all the resolutions fit the new mconfig settings. Resolution in Mistika is dynamic, which means that you can set your project first at a smaller resolution like 1920x960 in order to have a better playback. Later, in the final output, you can set 4k for instance, and make screen tests.
That's what I would personally do instead of switching resolutions in the Mconfig avoiding exiting Mistika. I would set project resolution to the maximum, in this case, the 5k, use display filter and different framing for adjusting everything properly in order to have comfort display, and finally then in the output, force the scale output to the fitting resolution of each shot. If you make render presets, it's even quicker.
In this case, this is a 4K project, but with 4k and 2k shots. I want them rendered with the original resolution. I select the 2k shot, go to the VideoSetUp. select scale and type the 2k resolution. Then, I make the render preset for smooth workflow.