Add changelog entry

Signed-off-by: Sachin Kale <kalsac@amazon.com>

Author: Sachin Kale

CHANGELOG.md

@@ -6,7 +6,8 @@ Inspired from [Keep a Changelog](https://keepachangelog.com/en/1.0.0/)
 - Github workflow for changelog verification ([#4085](https://github.com/opensearch-project/OpenSearch/pull/4085))
 
 ### Changed
- - Dependency updates (httpcore, mockito, slf4j, httpasyncclient, commons-codec) ([#4308](https://github.com/opensearch-project/OpenSearch/pull/4308))
+- Dependency updates (httpcore, mockito, slf4j, httpasyncclient, commons-codec) ([#4308](https://github.com/opensearch-project/OpenSearch/pull/4308))
+- Use RemoteSegmentStoreDirectory instead of RemoteDirectory ([#4240](https://github.com/opensearch-project/OpenSearch/pull/4240))
 
 ### Deprecated