CeB6 is a model compound exhibiting antiferroquadrupolar (AFQ) order, its magnetic properties being typically interpreted within localized models. More recently, the observation of strong and sharp magnetic exciton modes forming in its antiferromagnetic (AFM) state at both ferromagnetic and AFQ wave vectors suggested a significant contribution of itinerant electrons to the spin dynamics. Here we investigate the evolution of the AFQ excitation upon the application of an external magnetic field and the substitution of Ce with nonmagnetic La, both parameters known to suppress the AFM phase. We find that the exciton energy decreases proportionally to T-N upon doping. In field, its intensity is suppressed, while its energy remains constant. Its disappearance above the critical field of the AFM phase is preceded by the formation of two modes, whose energies grow linearly with magnetic field upon entering the AFQ phase. These findings suggest a crossover from itinerant to localized spin dynamics between the two phases, the coupling to heavy-fermion quasiparticles being crucial for a comprehensive description of the magnon spectrum.