please accept apologies for all the inconvenience.
We are using Auth0 as the SSO identity provider to Discourse, and Auth0 data overwrites any user data stored in Discourse. In your particular case, you have probably used e-mail registration, so Auth0 provided username based on your first part of your e-mail.
I have checked and it is possible to enable local modifications. However, I am a bit reluctant to do so, but if you are willing to test it with me, I will proceed and turn off that limitation. Actually, you should be able to do it right now.
Discourse does not have the option to delete your account. They explain their approach here https://meta.discourse.org/t/leaving-a-forum-deleting-your-own-account/10732/10. If you want to delete your account, I can do it manually upon request, just say what do you want to be deleted (profile or posts or both).
As of the 2FA, that is one of the toughest points. This is an open forum (almost without private conversations), and I do not want to introduce additional barriers to entry. But since you requested it, I think it is time to revisit my assumptions and check how to do it and when can I implement it.