I don't know of a way in which to change your selected connection in SQL Developer, but there is a programmatic method for temporarily changing the connection under which the script commands are run, as @T.S. pointed out. I want to give a few examples, which might be helpful to people (as they would have been for me).
So let's say your script has part A and part B and you want to execute them one after the other but from different connections. Then you can use this:
CONNECT username1/password1@connect_identifier1;
-- Put commands A here to be executed under this connection.
DISCONNECT; -- username1
CONNECT username2/password2@connect_identifier2;
-- Put commands B here to be executed under this connection.
DISCONNECT; -- username2
The connect_identifier part identifies the database where you want to connect. For instance, if you want to connect to a pluggable database on the local machine, you may use something like this:
CONNECT username/password@localhost/pluggable_database_name;
or if you want to connect to a remote database:
CONNECT username/password@IP:port/database_name;
You can omit the password, but then you will have to input it in a prompt each time you run that section. If you want to consult the CONNECT command in more detail, this reference document may be useful.
In order to execute the commands, you would then select the code that you are interested in (including the relevant CONNECT commands) and use Run Script (F5) or just use Run Script (F5) without selecting anything which will execute the entire script file. SQL Developer will execute your commands, put the output into the Script Output tab and then stop the connection. Note that the output of SELECT commands might be unpleasant to read inside Script Output. This can be mitigated by running the following command first (just once):
SET sqlformat ansiconsole;
There is also Run Statement (Ctrl+Enter), but do note that Run Statement (Ctrl+Enter) does not seem to work well with this workflow. It will execute and display each SELECT statement into a separate Query Result tab, which is easier to read, BUT the SELECT query will always be executed from the context of the active connection in SQL Developer (the one in the top right), not the current code connection of the CONNECT statement. On the other hand, INSERT commands, for instance, DO seem to be executed in the context of the current code connection of the CONNECT statement. This (rather inconsistent) behaviour is probably not what you want, so I recommend using Run Script (F5) as described above.
SELECT * FROM database.tablethen you don't have to set a current "working" database.. Pretty sure this also works in Oracle database.