I'll try to articulate what got me about this question since I'm obviously the most vocal voice in the comments.
What I don't understand about this question really comes down to set theory. From how you've worded the question it sounds like you are proposing that there are people who we will call Marxists and they only have the power to interpret the world and then there are people we will call the working class and they have the power to change it. If a Marxist then says "Marxists can only interpret the world and only the working class can change it" then that means, literally, that there can be nobody who is both a member of the set of Marxists and a member of the set of the working class. Why that assertion would be true makes no sense to me.
As an example to illustrate why it makes no sense to me: if someone is a member of the working class and goes out to change the world and succeeds (which you say they have the power to do), what happens if we find out that they secretly were a Marxist? Would that magically mean they didn't actually change the world because they were in the wrong set the whole time? I don't understand what the statement "all a Marxist can do is interpret the world" if "Marxist" is meant to mean "a vanguard who follows marx's critique, is a member of a communist party, etc.." which is what you said. Can those people not be part of the working class?
So again as I said in the comments, in the most literal way, sure a Marxist could say whatever they want. But because what you mean is "would it make philosophical/logical sense" for a Marxist to say this, I cannot possibly fathom how it could. Why on earth would a Marxist be unable to change the world if the working class has that ability. She would just need to either already be in or somehow join the working class and then go and attain her goals of changing the world while still believing in Marxist ideology.
At one point you changed the phrase "a Marxist" to "a Marxist vanguard" but I don't see how that at all remedies the situation. It still has the same interpretation when you look at multiple people as members of the set "Marxists" and "the working class" and it does not serve to explain why, in your view, some group cannot be a member of both.
The one theory I have as to why this question exists is because you are interpreting the quote by Marx about philosophers as some sort of "he says philosophers have only interpreted the world, therefore philosophers can only interpret the world" mixed with "Marxists are philosophers" argument so that anyone who is a Marxist is paralyzed and cannot do anything active, only interpret. That is not at all what Marx meant. Ethical Dimensions of Marxist Thought by Cornel West talks about misinterpretations of that specific quote.
Maybe I am completely missing something, but to that extent if there is something that I'm missing, that means the question is unclear. I didn't vote to close the question, nor did I down vote the question because I wanted to try to get you to expand on it so I could understand the actual question before making a decision. My engagement with you in the comments was to try to understand your thought process because I absolutely do not understand where you are coming from, which again, at least to me, shows that the question is unclear as it currently is. And you can say "well you just don't have a familiarity with the subject or are not interested in it." I've been an anarcho-socialist since high school, I am familiar with Marx and his writings. This isn't an issue with my interest or familiarity, it's an issue with the definitions of words that you're using. What is a "Marxist" and why is that label unable to label the same person as the label "the working class"? Maybe if you can explain to me why both of these things are mutually exclusive the question will make sense to me.