How to merge two users in Mac OS - Catalina?
So, what I did actually was to open a 2nd user (also admin), login to the new account and from that account perform the changes.

I changed my account name, my full name but also the home directory. When the OS saw there is no home directory with that name it created a new one.
At the beginning I that all of my data on my user was deleted.
Suddenly I saw the data in home directory and connected what happened.
I accessed the 2nd admin user, changed the name of the home directory to the old one in the pic below, and thats it.