In the stackexchange answer Change of numeraire in options with currency exchange features
Pratically speaking, what this expresses is that these two things are the same: Converting the payoff (which is in EUR) to COP at T and then discounting in COP from T to t; Discounting the payoff from T to t in EUR and then converting the discounted value at t from EUR to COP.
Does that hold in general? E.g. if some exotic option payoff is paid in currency GBP at time T, then I can just price it under currency AUD payoff with AUD risk neutral measure then just multiply by TODAY's GBP/AUD exchange rate and arrive at the same price had I proceeded to price under the GBP RN measure?