Is it wise to change the name of the son, "Sa'd," due to the opinions of those around us, or is it better to leave it as it is?

The name "Sa'd" is a good name because it carries a beautiful meaning of happiness, and it is the opposite of ill-fortune. Great figures of the Ummah, such as the Companions Sa'd ibn Abi Waqqas and Sa'd ibn Mu'adh, may Allah be pleased with them both, were named Sa'd. It is a widespread and acceptable name. Therefore, there is no need to change your son's name.