Partially covered tokyo wide pass

According to my itinerary, I'll take Hokuriku shinkanzen from Ueno to Nagano with tokyo wide pass.

For tokyo wide pass, the last station of Hokuriku shinkanzen is Sakudaira station that free of any charge.

How do I pay in case of Sakudaira station to Nagano station without change the the train?

First, given the price of the TWP, make sure that it actually pays off for your trip. It is about the same price as Tokyo to Nagano return by itself. As for the un-covered portion, visit the fare adjustment machine at Nagano of the staff window when exiting at Nagano to pay the difference.

Either you pay on board when the conductor walks by, checking tickets/passes, or when you arrive at Nagano Stn.

Not many trains have conductors checking tickets, I have not had a ticket checked for years. I have purchased tickets on a train twice this year - once because I boarded without a ticket and decided to do it on the train rather than when I got off (due to transfer between companies I didn't need on to get on), and the other time was on a train where my SUICA wasn't valid.

It may not have happened to you lately, but I just rode trains long distance for 4 weeks earlier this year (in part to take advantage of the old rail pass prices) from Kagoshima to Akita, and I had conductors checking tickets countless times. And not just for the fare - one time I barely made it to the train on time, but some like Kagayaki require seat reservations, which I didn't have. There was nobody else reserving the seat I was in, so the conductor just reserved the seat for me in his tablet then and there.
It depends on the route of course.
And in the end, it really doesn't matter - if you don't pay the right fare, you'll be paying the difference one way or another.

All long-distance trains have conductors. However, they generally won't bother you unless you sit in a reserved seat that is not supposed to be occupied. They will probably be able to sell you ticket for the remaining section.