If you change from team A to team B, your new team leader B will see all the feedback you received (if the feedback was visible for the receiver and team leader).
The same applies for objectives. If a user defines a personal objective as member of team A, afterwards if she/he change to team B, her/his objective will be still visible for team leader B (if the objective was visible for the receiver and team leader).
By default this won’t be the case for the conversation history. If you want you can change this, an admin can change this per template. This means that per template you can choose whether or not you want to share it with another or a new team leader. If you choose this, a team leader will be able to see the history of all conversation of their team members, even if it was a conversation that wasn’t held with them.