So, I put through a name change last night. I don't know if there's a way to track that through Blizz's feeds at all, but now my character is no longer linked properly. If I go to my character profile, it obviously does not pull the info from the armory.
I did see some site some time ago that shows realm swaps and name changes so it should be possible to pull this info from somewhere.
Of course it's not a huge problem. I can delete my old character on the site and readd him (although I then need to reverify which is a slight pain, although understandable).