To change a git submodule's remote (in this case, from HTTPS to SSH):

SUB=my-submodule-name
$REMOTE=git@gitlab.com:path/to/remote.git

git submodule deinit $SUB
git rm $SUB
git commit -m "removed $SUB submodule at https remote"
rm -rf .git/modules/$SUB
git submodule add $REMOTE $SUB
git commit -m "added back $SUB submodule at ssh remote"
git push origin master