Must the one performing مفرد (Hajj Ifrad) dissolve his Hajj and make it an Umrah, given that he has not brought the sacrificial animal (Hady), or should he remain in his state of ihram until the Day of Sacrifice?

It is recommended for someone who has entered into ihram for Hajj as a mufrid (performing Hajj only) to change it to an 'Umrah, perform its rituals, and then enter into ihram for Hajj. This is the madhhab of Imam Ahmad. Some scholars, like Ibn Al-Qayyim and Ibn Abbas, consider it obligatory. However, the view that it is recommended is more preponderant. There is no blame on the mufrid if he completes his ritual, and no hady (sacrificial animal) is required of him. But if he changes his ihram to an 'Umrah, it is better, and he must offer the hady of tamattu' (enjoying the combination of 'Umrah and Hajj).