What happens if we change the limits of integral in Fourier transform?
Yes, it will affect the answer. What you're suggesting is known as the short-time Fourier transform. In the sinusoidal case that you proposed, you will observe spectral leakage, as the truncation of the integral limits is equivalent to multiplication of the sinusoid by a rectangular window function. This multiplication in the time domain maps to convolution in the frequency domain. The Fourier transform of a rectangular window is a sinc function, so the convolution will yield two sinc functions centered at the locations of the impulses in your original answer.