If you don't see change setting, when you open device manager on the top row click on "Action", from there click on "Devices and Printers" . When you open devices and printers. You will see your device!
Right Click on it and then click Properties.
Then Click on "Bluetooth" in the top row. You will be able to change your device name there.
After that, Remove the device and pair it again!
HOPE IT HELPS!!!