Does GTA VI have changing weather?
Yes. Dynamic weather was directly confirmed.
Rockstar North confirmed changing weather while discussing Leonida's lighting, sound, pedestrians, and activity.
The evidence
Explicitly stated by an identified primary source.
FamitsuFamitsu interview with Rockstar North co-head Rob NelsonEL PAÍSEL PAÍS visits Rockstar North for a GTA VI demonstrationRockstar GamesGrand Theft Auto VI official siteRead the full supporting guideWhat would change this answer?
A more detailed weather-system presentation.