Does anybody know how to change the default admin profile permalink in Buddypress which is: domain.com/members/admin/ to this: domain.com/members/MyUserName/
I tried to change my name and it doesn't changes the permalink
This is a WP issue, not a BP issue.
User names cannot be changed via WP.
You could create another administrator account, using the user name you want, and then delete the 'admin' user.
Or you could use a database tool like phpmyadmin to access the users table. Find the row for 'admin' and change the name there.
As @shanebp says, it's a WP issue.
Using PhpMyAdmin, or any other SQL-interface, use this query:
UPDATE wp_users SET user_login = "new_user_login", user_nicename = "new_user_nicename" WHERE user_login = "current_login_name";
and replace the strings with your username and nicename-info.
Edit: The user_nicename is optional, but could be useful, as WP-default is to have the same string in user_login and user_nicename