Recently, the API for submitting jobs has changed. I suggest you to read the following documents:

https://github.com/Qiskit/qiskit-ibm-provider

https://github.com/Qiskit/qiskit-ibm-provider/blob/main/docs/tutorials/Migration_Guide_from_qiskit-ibmq-provider.ipynb

and finally:

https://qiskit.org/documentation/partners/qiskit_ibm_provider/apidocs/ibm_job.html#

https://qiskit.org/documentation/partners/qiskit_ibm_provider/stubs/qiskit_ibm_provider.job.IBMCircuitJob.html#qiskit_ibm_provider.job.IBMCircuitJob

In this latter page you will find the update_name() method you are looking for.

Recently, the API for submitting jobs has changed. I suggest you to read the following documents:

https://github.com/Qiskit/qiskit-ibm-provider

https://github.com/Qiskit/qiskit-ibm-provider/blob/main/docs/tutorials/Migration_Guide_from_qiskit-ibmq-provider.ipynb

As you can read there, job name is no longer supported.