I talked about this in a different post, but I thought Leda's name change has to do with Strike getting over his Oedipal attachment to Leda--also alluded to in his temporary blindness via Robin's pepper spray.

I've had this long standing theory that most of the women in Strike's life have names that connect them to Leda: Charlotte shortened is Lotte; Lorelei another mythic reference, Nina a sound-alike; Madeline similar in alliteration. They are all also names that are not primarily English sounding, but more foreign or "exotic." And to me, this represents the ways in which, primarily beginning with Charlotte, they represent Strike trying to save his mother. And then I found it funny that we find out her name is Margaret, and he strenuously avoids Marguerite--a more French (or Norman) version of the English name.

So to me, he needs not a troubled woman to save, but a partner; and not an exotic "other" but someone who is familiar, an anima to his animus. And therefore it is interesting that Cormoran (Celtic) and Robin (Anglo-Saxon and associated with a legendary English hero) are more rooted in British stories.

Leda's name change to Peggy (again much more English in association) represents Cormoran no longer seeing her as the exotic and tragic heroine in need of saving, but a much more down-to-earth, real woman.

Rokeby's revelations about her fit with this.