When config is saved, deleted, or renamed, the following events are dispatched:
\Drupal\Core\Config\ConfigEvents::SAVE\Drupal\Core\Config\ConfigEvents::DELETE\Drupal\Core\Config\ConfigEvents::RENAME
However, these events are only consistently dispatched for config that is saved in the default collection (\Drupal\Core\Config\StorageInterface::DEFAULT_COLLECTION) of active config. In some cases, partial config is saved in collections other than the default one; config translations are the main example in core. In such cases, these events might not be dispatched; other events might be dispatched instead, depending on which module is responsible for the collection. In the case of config translation, for example, the Language module dispatches the \Drupal\language\Config\LanguageConfigOverrideEvents::SAVE_OVERRIDE and \Drupal\language\Config\LanguageConfigOverrideEvents::DELETE_OVERRIDE events. But it varies from module to module.
Drupal core now has a new set of generic events for config that is part of a non-default collection. These events largely mirror the ones in the ConfigEvents class:
Drupal\Core\Config\ConfigCollectionEvents::SAVE_IN_COLLECTIONDrupal\Core\Config\ConfigCollectionEvents::DELETE_IN_COLLECTIONDrupal\Core\Config\ConfigCollectionEvents::RENAME_IN_COLLECTION
The difference is that these are all specifically dispatched for config -- which might be partial -- that lives in a non-default collection. If you specifically need to react when config that lives in a non-default collection is modified, subscribe to these events.
On the other hand, if you only care about config in the default collection -- which is the case 99% of the time -- you should continue using the existing ConfigEvents events.