Is it possible to send a part modeled in SW out to Rhino to add some free-form changes and bring it back to the SW while all history and parameters of SW is kept?

Alex Write wrote:

....while all history and parameters of SW is kept?

No.

But if your work is correct - you don't need history.

You could export your file to Rhino. Create the inverse geometry in Rhino of the form you wish the SW model to take. Export that out of rhino, import into SW, then use that geometry to split / cut / combine(using subtract), from the original SW. That way you would retain all SW history.

Your other option is to learn how to make the change using SolidWorks. SW can do what you need it to.

If you have some trouble getting it, post your file, what you already tried and what the end result needs to be and some brilliant people here will solve how to accomplish the task.