Is it legit to change from one university to another?
There is no way to be sure about this—but what is certain is that you would need to be apply for admission and be accepted at the second university if you want to enroll and attend classes at that university. Whether or not this is possible depends on the policies of the other university. Note that many universities will require you to provide transcripts from previously attended institutions as a condition of application and enrollment, while financial holds are often used to "block" the release of transcripts from universities. So you may find yourself in a bit of a catch-22 situation.