@Sing4me88 The problem with trying to “pitch shift” chords is that you will get in to a mess
It sounds like you have simply changed the key of the loop - so if the loop it just stays on 1 chord for the 4 bars it will be C Major
If you transpose the loop’s key to G then the chords will be G Major - which is why the first 2 chords are working for you
However, when you try to change it to the key of A, the chord will be A Major - rather than A Minor you need to fit the chord (so one of the notes will clash with the chord as the Major 3rd in the A Major chord of the loop needs to be dropped down a semi-tone to fit with the Am chord you want)
I really think you have outgrown Audacity and need to consider a more fully fledged DAW with these features
If you are mainly working with loops there are many options out there so I would suggest reading some reviews and doing some free trials of any that catch your eye