You need to work out the math a little better

Is this what you wanted?

Private Sub pvtChangeAutoShapeType(o As Shape)
Dim CenterTop As Double, CenterLeft As Double
With o
If .Type <> msoAutoShape Then Exit Sub
If .AutoShapeType <> tShapeToChange Then Exit Sub
.AutoShapeType = tShapeAfterChange
CenterTop = .Top + .Height / 2#
CenterLeft = .Left + .Width / 2#
.Height = oShapeAfterChange.Height
.Width = oShapeAfterChange.Width
.Left = CenterLeft - oShapeAfterChange.Width / 2#
.Top = CenterTop - oShapeAfterChange.Height / 2#
End With
End Sub