Trid , it is my understanding that as a bishop certain aspects of the man's new office call for some changes  .  O'Malley still wears his Capuchin habit beneath any ceremonial garb  . I think he is not expected to obey  his order 's  superiors as he did before .  There may be some official change in the vow of poverty , I'm not sure .
Chaput is still a Capuchin but keeps his habit in a closet saying he did not want to  perhaps offend his diocesan priests .  
The vow of Chastity it seems to me includes celibacy so probably does not change  .  Please take this as my best but not perfectly accurate  .