Changing your display name on Meta.SO does not change it on Meta's chat area.
At first, I thought it was simply because I was the last person to post in the Gaming Recommendations chatroom, but even my chat profile lists my old display name.
It will change within an hour. If you feel strongly about having it change immediately, you can ask a moderator (anyone with a blue username) to refresh your profile. I've done this in your case now.