I tried this and it seems that after changing the name through URM, the name mentioned by other characters in dialogs and in Character & Relationship Sheets will not change.
If that doesn't work, you can try this text replacement tool:
zzz_text_replacer.zip (extract the file "
zzz_text_replacer.rpy" into the "
game" folder )
Replace
zzz with the name you want to call the character: t = t.replace("Carmen", "
zzz")
Additional fields for replacing other text, just delete the
# before
t and enter the
replacement data:
#t = t.replace(“
zzz”, “
zzz”)