Hi Alex,
Sales order price will not change automatically when you change the Price of material in Price List.
You can use "Valid from & Valid to" in Customer Specific Price List for your issue.
As you will change the Price in Customer Specific Price List with new Valid from date & go to ur sales order and change the posting date in your Sales Order then the price gets automatically changed in Sales Order but you have to change the Posting Date.
I think this will help you.
Thanks & Regards,
Anant Patel
SAP BYD CONSULTANT
Phone: +91-9716100326
Email: anant3113@gmail.com
Skype: anant.3105