Allo there,
We all get [b][u]two[/u][/b] name changes. If you've used one then you can go back and try again, however when a name isn't saving it's usually due to it hitting the filter. If you've used both changes then unfortunately nothing can be done and you'll need to wait and see if Bungie decides to add another name change token.
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Ah that's a shame. I used my first token years ago when name change first came out so that's not an option. Guess I'm stuck with it then.