A migration is needed to migration from 1.4 to 2.1.

First migrate to at least the 1.4.10 release if you have not already done
so.  Then you can perform the migration to 2.1, a migration of 2.0
is not necessary, there are no differences in this respect between 2.0
and 2.1.

Review the documentation on the OpenDNSSEC site.  This can be updated in
between releases to provide more help.
Especially if you have tooling around OpenDNSSEC you should be aware that
some command line utilities have changed.  A fair amount of backward
compatibility has been respected, but changes are present.

The signer does not require any migration.  Backward compatibility is
respected from earlier 1.4 release.  The signer should not require a
full resign of your zone when upgrading, however if you decide to downgrade
a full resign is needed.

The enforcer does require a full migration, as the internal database has
been completely revised.
See the documentation in /usr/local/share/doc/opendnssec/MIGRATE_1.4-2.0.md
for a description.

Migration script is installed in /usr/local/sbin/ods-migrate-sqlite3
