There may be no record of a name change. As long as it is not done with a motive of fraud etc.
I had friends, a married couple who got the FH bug back in the 80's. They spent years trying to trace back his line. It was only by a fluke that he found out that his grandfather, don't know how, had changed his name and joined the Army and gone to India for some time.
Reason being his greatgrandfather was an embezzler and it went public and one of his sons was so disgusted, he changed his name and so on.