If you need to change your nickname in a chat (like when you change squads or level), you can follow this procedure below. You will probably need to do this for every chat room you are in.
It is much easier to change you Alias before you are added to lots of groups. Follow the procedure here.
(Some personal info has been blurred out for privacy reasons)
From the Chat Room
From the chat room you with a nickname you need to change, click the three horizontal bars in the upper right corner.
That will bring up a menu. Click on the “Change Nickname” button.
And a text box will pop up.