I'm keen to know this as well. https://knowledge.alteryx.com/index/s/article/How-To-Create-a-Calgary-Database-1583461647831 doesn't really say much about changing the names, but I reckon you should be able to use a Formula tool to write a path and change it dynamically with a field - then output it / reload it, no?
I don't think so or at least see how to do this. Where you can use formula to create an update file path name, I do not see where you can replace or apply to the calgary database file name in the output tool (at least not how you would with the standard output tool for an excel format for example).