In case this is of help to anyone else, I had the same experience as @InspectorGrover and was informed by my IO today that a name change in court/in front of a judge is not necessary at naturalization if you're wanting to take the last name of your spouse. The marriage cert is proof of the name change. As such, I was able to change my last name and complete same day oath today! So happy to have reached the end of this journey and wish everyone the very best!