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So I know you cant change the option Nameless gives you by just reloading but what is required to actually change it? Even if it involves starting the game a new I could do that but I wanna know for sure how because I would like to explore the other options too because of my complenitionist nature.

In your case, yes: you need to start a new game. There is another method, if you search previous comments you'll find it, but I don't feel confident explaining it to you because if something goes wrong the game could crash. 

The game is still WIP so: first, not every choice you can make are developed (for example you can tecnically choose the bad ending for the lizard tribe, or for the orcs, or refuse to owe a favour to the night witch but this branches for now prevent you to meet Nameless as many times as the other branch), second, for now there aren't "big" repercussion to the story one way or another, only future hints.

I've seen almost all alternatives, and for now exploring other options is just risky and a waste of time personally. I'd rather suggest you what to do based of what is your approach with Nameless/what you want to do with him.

(+1)

Well it is true its all work in progress as the game isnt anywhere near done but I would like to look at some of the other options. I was pretty negative towards him and I would love to see the options where you serve him. Curiostiy killed the cat but im to damn high on it to not explore those options too. 

(+2)

You need to go to PC->User->YourName->AppData->Roaming->RenPy 

Save the game before choosing what you want (Serve/Kill/Protect/To be left alone...)  or before the last choice of having sex with Nameless. Those are the only two unchangeble choices.

After choosing one option, if you want to explore the other option you need to delete the files inside RenPy folder and Save folders and paste in RenPy folder the old folders.

Be aware that you could loose all your progress if something goes wrong.