"I believe he is the first Senator that has not resigned his post first, and then try to regain his seat as a candidate of his new party."
Not even close to true. That's what Phil Gramm did when he was a House Democrat in 1983, but there have been numerous examples of sitting national legislators switching parties while in office. Just the Senators:
Sen. Ben Nighthorse Campbell, CO (D to R 1995) Sen. Richard Shelby, AL (D to R 1994) Sen. Strom Thurmond, SC (D to R 1964) Sen. Harry Byrd, VA (D to I 1971) Sen. Wayne Morse, OR (R to I 1952, I to D, 1955)
Quite a few more Congressmen have switched from D to R in the last decade or so; several lost their seats at the next election, but not a one of them resigned first and then ran for their seat again as you suggest, Doug. That dog just won't hunt.