Do I have to stay pledged to the Candidate I backed in the Caucus?

No. You are free to vote for anyone you wish at any level of the process. There is a 15% threshold which every candidate (including Uncommitted) must meet to be be able to send delegates to the next level. It is common for one candidate not to get enough votes to send delegates on their own, so their supporters go as a delegate for another candidate just so they can get to the higher level where they are free to vote for whomever they want.