Hi,
What you are changing in Settings (or Computer Management) is the display name, or full name. of your account. It affects the login page, start menu, etc.
However, the actual internal username (used both by C:\Users<username> and "net user" command) tied to the account SID cannot be changed, and you will have to create a new local account and migrate your data for this.
While there may be ways to change these names, such ways are usually unofficial and might result in unexpected behaviors when using your PC.