I think you might be greatly surprised by how much influence you personally can have on politics on a very practical level by interacting with politicians of said party in your district on a personal level.
It doesn't matter who gave authority to the regulator, what matters is whether or not they are currently responsible for that regulator, and are doing a good job of it.
There's a congressional committee on pretty much every department under the sun. Follow the chain of command.
> and how can you possibly know that the opposing candidate would do a better job?
"Billy really sucks at doing his job, but we can't fire him because we don't know if we hire someone worse" isn't a good reason to keep Billy employed. Keep sacking the ones that are doing a terrible job, until you find one that does a good one.
Just google "climate change republican party" and you will have a good summary about who should get your vote for the sake of your grand children.