Yes there is a way to change the critical of your weapon, it is as you already stated,
via critical stones, also referred to as challenge stones.
You can either make these yourself by getting a challenge tablet drop,
and, assuming you have the right elements, creating a challenge/critical stone.
This stone has a chance to change the crit, reset the crit, or fail,
with attribute assimilation being a possibility upon success.
And concerning your question regarding people selling critical stones,
you could try the
SRF Market Place or try your server's Auction System, which is accessed by pressing F when in town.
You'll have the highest chance of finding crit stones via the Auction System in either Downhang or Hotan.
