Hi,
Family Safety reports always go to the primary email address on your Microsoft account, and there’s no separate setting to change that.
To update the destination:
Sign in at account.microsoft.com.
Add your new email as an alias, verify it, then set it as primary under Manage how you sign in to Microsoft.
Optional: remove the old alias if you no longer need it.
Once the new alias is primary, all Family Safety reports will be sent there automatically.
Happy to help!