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Understanding the interplay between individual magnetic impurities and superconductivity is crucial for bottom-up construction of novel phases of matter. Sub-gap bound states that are used in this endeavor are typically considered as independent entities that each result from the exchange scattering between the respective impurity orbitals and electrons of the superconducting condensate. Here we present experimental evidence of individual multi-spin impurities where the sub-gap states are not independent. Specifically, we find that by tuning the energy of the state closest to zero through zero, all other sub-gap states change particle-hole asymmetry as well. We show that this can be understood by including Hund's coupling, which favors high-spin configurations, into a multi-orbital Anderson model. Unlike for the case of independent spins, the transition we observe signals the simultaneous departure of more than one quasiparticle from the impurity, while the parity of the ground state may remain unchanged. Our results show that Hund's coupling is not only crucial in generating high-spin impurities, but also to understand the transition between two distinct ground states, and should therefore be taken into account for e.g. impurity-based band-structure engineering. Sub-gap states generated by single spins in a superconductor can be used as building blocks for quantum devices. In this work, it is shown that the sub-gap states of multi-spin impurities are intimately linked, leading to unexpected behavior. [ABSTRACT FROM AUTHOR]