I can't advise about the pension since that will depend on the terms of the pension scheme - but the answer to the first part of the question is No. When I remarried, I kept my current name on my employment records and with my bank accounts and credit cards. The tax office said they didn't care what I called myself, they identify me by my NI number.
I did change my name on other legal documents i.e. passport, travel insurance, car log book and car insurance, and medical and dental records because it seemed more convenient in terms of ID to do that - but everything else is still in my previous names.