I had same issue. I was trying SmexiWrex, no luck. Tried Smexi_Wrex and it changed instantly. I'm a tad annoyed. I think Milk is right, it must be a filter blocking it for some odd letter combinations. I've seen other games filter out very common English words due to Russian moderation. So who knows

either the name you're trying to change is hitting their filter, or you're using firefox and need to try it in another browser. i use firefox and the page will not save unless i open it in edge.