All our puppies are named in the nest, before four weeks of age, and often much earlier.
As the litters are named alphabetically we will at least try to tie the call name to the letter of the litter.
Naming in the nest allows each pup to become an individual much, much earlier and leads to a strong sense of purpose and love even at such a tender age.
We would suggest that you continue to use the call name given, the dog has moved to a new and bewildering place, away from family and familiar surroundings. A new name compounds the problem, unless very carefully introduced and mixed with the original name.