How easy is to change admission from May Business school to COE in TAMU college stn.?

It is very hard in general to transfer into the COE from any major.
If your son really wants to pursue engineering, I would suggest he goes to UT. Your son would probably have an easier time transferring from UT-engineering to TAMU-engineering rather than from MAYS. If worse goes to worst and your son was unable to transfer from UT then he would still graduate from a great school with his desired degree.
Surprised your son didn’t get into the COE, however there were a bunch of great applicants with even greater stats that were deferred to Engineering at Blinn.