Name Change

Hi I am having a great concern to share regarding my name. I am a student in US and got my visa in India. My name as per my passport is: First name: Axxxx Bxxxx Last Name: blank and in US visa they printed as: First Name: FNU Last Name: Axxxx Bxxxx but because US has changed their rules on FNU so they now have my name in immigration as: First Name: None Last Name: Axxxx Bxxxx So is in my US college and US driver's License But when coming to EAD(Employment Authorization card) they put it as: First Name: No name given Last Name: Axxxx Bxxxx and also SSN(social security card) was updated to match EAD I am having so many problems with this so I decided to reach Indian Embassy in New York and they told me its just a name split so we can do it as: First Name: Axxxx Last Name: Bxxxx But then I have to update my VISA because US follows names as per VISA but not passport. And I am being asked to go to India and get a new VISA, for which it is possible that I might end up being in India though I am doing great at my studies. Another thing would be can I legally change my name in US and will US immigration accept the name change and update as per the new name. Could you please help me. Thank you so much in advance,