Can we validate user email changes?

You can use this hook to send a mail to your old email address

<?php
add_action( 'profile_update', 'my_profile_update', 10, 2 );

    function my_profile_update( $user_id, $old_user_data ) {
       //Load new user data by uid and  compare with old data
           // Email code about profile changes 
    }
?>

I think this should work for you.