So I rescued the settlers and got them back to Sanctuary but Dogmeat is still called Dog and he keeps acting anxious. I think I missed the bit where Mama Murphy called him Dogmeat (wasn;t in the room yet). Is there anything I can do to fix this?

Do the main quest.

Did you talk to Mama Murphy? That's when she reveals the dog's actual name.

I spoke to Mama Murphy but not until we were at Sanctuary.