You men. Don't ever get married and have to change your names. It is a PITA. I wasn't going to change mine but my DH got offended. Of course he did not have to change his name on every single thing that had a legal name on it.
Just call CO or UA and ask for what proof of name change they want and ask for the specific address or fax you need to send it to.
You will need some proof of name, passport, marriage license, etc.
You will have to show old name or error and provide proof of naming correction.
It does require supporting documentation, they will NOT just change it over the phone.