Is it permissible to change one's tribal name to a non-existent tribe to escape the ridicule of others, and is it permissible to name oneself with names like "Zoro" and "Roger"?

What the questioner mentioned, even though it does not involve claiming a specific lineage or attributing oneself to it, it does contain a disavowal of one's known lineage. The scholars have explicitly stated the prohibition of disavowing one's known lineage and attributing oneself to a different one.