AFAIK only way to do it is to tweak the file playersettings.cfg located in your savegame folder Documents\SH5\Cfg. Replace the UnitName=U-xx with a name of your liking, but backup all your saves before and revert what you do in case the game crashes...
With single short words you may succeed (I don't know), if you use multi-words with space or longer words the game will likely CTD...