It will appear on its own.... I also had the issue but I guess it's kind of some registered officially..... When you progress in the game with main quests.... Then it will be alri8.... I had some 20kb patch and it got corrected..... Don't waste BP on family name change coupon... ALERT!!!!!
I have the same issue, in character selection the Family Name I chose is shown but at my Camp and in settings it just shows Userxxxxxxx. I Hope it does update eventually.