You could either configure the defaultFileName initially or you could destroy and recreate the PDFViewer widget using the needed configuration. Here is a Dojo example where this is demonstrated.
And the answer to your question, if the filename can be changed in a more friendly way
In case the defaultFileName is set on initialization of the PDFViewer there should be no issue and the PDFViewer functionalities should work as expected. However, setOptions as mentioned earlier is not suitable for changing all the configuration options of the widget. I am afraid it is not suitable for DefaultFileName as well and in case you need to change the DefaultFileName after initialization of the widget, you will need to use the approach described above.
In case you have follow-up up questions I would suggest you keep the conversation in a single thread.