Seems that people who change their shop names have to keep their original user name (which seems to usually be the original shop name).
The shop name changes, but not the user name.
This affects convos! Someone cannot convo you directly from the convo section of the site (by clicking on the envelope icon) by typing in your new shop name. If someone wants to reach you this way, they will have to know your old shop name and type it in.
If someone thinks this may affect their sales. You may want to reconsider changing your shop name.
Otherwise, they can convo you fine from the your profile page, or your shop page by clicking "contact" because they don't have to enter a shop name here.
There also seem to be some other kinks with this system. I recently created a treasury and one of the shops names showed up with her listing as her old shop name in the treasury.