Did you try to connect your phone with the device. Some phone will not update the device untill you connect with it. This happens because of the BLE driver on the phone side.
Yes, I already tried!
Here is a demo project to show the API usage. On programming ,device will advertise with name 'Find Me Target' -> Now connect to a Central Device -> Disconnect -> Again Scan in the Central Device -> You will see a different Device Name.
You can attach your project, so that we can have a look on your implementation.