The logical file names returned by
RESTORE HEADERONLY are those of the source database. You cannot change these logical names during the backup or restore. The backup file always contains the both the original logical and physical file names.
The original logical names may be specified with the
MOVE option of
RESTORE to relocate/rename the physical files during the restore process. After the restore, you can rename the logical names using
ALTER DATABASE Teste_Dan
MODIFY FILE(NAME='Teste_Ferdando_Index', NEWNAME='Teste_Dan_index');
Personally, I avoid including the database name in the logical name to avoid this issue, only including the database name in the physical name. Unfortunately, the database name is often included in the logical name by default.