Here is how the unit test does it:

// Reduce unit testing
#define BOOST_AFIO_RUNNING_IN_CI 1
// Use the Boost.Test emulation in Boost.BindLib as Boost.Test isn't multi ABI capable.
#define BOOST_AFIO_USE_BOOST_UNIT_TEST 0

#define STRINGIZE2(a) #a
#define STRINGIZE(a, b) STRINGIZE2(a ## b)

// Make unit test names be different
#define BOOST_CATCH_AUTO_TEST_CASE_NAME(name) STRINGIZE(1_, name)

// A copy of AFIO + unit tests completely standalone apart from Boost.Filesystem
#define BOOST_AFIO_USE_BOOST_THREAD 0
#define BOOST_AFIO_USE_BOOST_FILESYSTEM 1
#define ASIO_STANDALONE 1
#include "test_all.cpp"
#undef BOOST_AFIO_USE_BOOST_THREAD
#undef BOOST_AFIO_USE_BOOST_FILESYSTEM
#undef ASIO_STANDALONE

// Force unit test utilities to be reincluded
#undef BOOST_AFIO_TEST_FUNCTIONS_HPP
#undef BOOST_CATCH_AUTO_TEST_CASE_NAME
#define BOOST_CATCH_AUTO_TEST_CASE_NAME(name) STRINGIZE(2_, name)

// A copy of AFIO + unit tests using Boost.Thread, Boost.Filesystem and Boost.ASIO
#define BOOST_AFIO_USE_BOOST_THREAD 1
#define BOOST_AFIO_USE_BOOST_FILESYSTEM 1
// ASIO_STANDALONE undefined
#include "test_all.cpp"

So, simply #undef and re-#define the configuration macros you want and reinclude afio.hpp. You can do this every time you switch between configuration in a translation unit, so you can return to a previously included translation BUT note that you cannot later include a new header not previously included during that configuration's previous existence. In other words, include all the headers you are ever going to use in that translation unit just after the first time you configure that configuration.

The situation is very similar for including hard version dependencies. You cannot include a newer version of AFIO after including a previous version as some version of AFIO must be the most recent version in order for something to live at boost::afio. Just always include the newest version first.