I have many Amazon Echo devices (made by Amazon and by others) and I can change the wake word on all of them (I prefer Echo and really dislike Alexa in part because we have a young child with that name). When I ask any other device to change the wake word, they do it. When I ask Sonos, it says “you are unable to do that on this device.” SO FRUSTRATING.
I will probably install a Fire TV stick and avoid using Sonos for voice commands.