Your new name should change automatically in the future. If you're in a murder hub, and you click on 'your profile' and the 'Your Name In Murder' option, it is a little buggy, for me it says I have my name in Murder 0 times but I know I have it in there, and the 'times used' keeps changing from no purchases to 1 depending on which lobby I was in....
I would post a 'bug report' about this so the admins can be notified of this bug.