Hi,Hmmm. That's a good question. I don't think we have an official answer, but I do not believe the first player changes and here is my rationale.
Just a quick question about The Monument scenario: Does "Change of Seasons" also changes who is called first player?
Last time I played, we used the effect of Dar Hilzernod as if the first player changed, but after reading "Change of Seasons" carefully we were not so sure as if the player to the right of the first player became first player and was affected by Dar Hilzernod.
1) The card does not say that the first player changes. This is the simplest reason why I think Dar Hilzernod will still go on the original first player.
2) The reason one might think that the first player changes is because you typically go to the event phase right before the first player's turn. However, if you look at the rules, the event phase actually happens after all players have done their turn for the round. Then the first player will reveal the next event. It does not say "Before the first player's turn." After Change of Seasons has occurred, the original first player is still going to be the one to reveal the event (as instructed in the rules) except they will be doing it after their turn rather than before it.