A common misconception is that the canonical on a paginated page should always point to page 1 in the series. This is not the case. When you do that, you run the risk of search engines not indexing links that appear on page 2, 3 etc. of your archives. This would cause older articles to drop out of the search results entirely
That being said, you or your developer can use the wpseo_canonical filter to customize this feature if you still want to change it.
An example code snippet can be found here:
https://gist.github.com/amboutwe/2aa7dcc9a38986e11fac68c7306cc091
Typically code snippets are added to your theme’s functions.php file. If you’re not familiar with using code snippets, these articles have wonderful advice:
https://www.wpbeginner.com/plugins/how-to-easily-add-custom-code-in-wordpress-without-breaking-your-site/
https://www.wpbeginner.com/beginners-guide/beginners-guide-to-pasting-snippets-from-the-web-into-wordpress/
