Well I am surprised by how much I have read about SE First Name, Last Name & Usernames here and throughout Google.  It all seems a bit confusing.

Objective: No Names - Usernames only - allow some member levels to change.

Step 1. Delete First Name & Last Name

Step 2. Allow username changes "Yes" set per member level 

Step 3. STUCK HERE

FROM SE Knowledge Base Link

Allow username changes 

You are also able to control whether members are allowed to change their usernames they signed up with or whether they will need keep the same username they signed up with. Selecting "Yes" would allow members to change their username at any time by going their “Settings” page and changing their “Profile Address”. Selecting the "No" option would force members of this level to keep the same username they registered with.

Issue 

Member Levels are set to "Yes", enable profile address changes. In a users settings page of the correct member level there is no "Profile Address" option.

So I have been looking for a global option to enable this feature for designated member levels but can't find it.

I have checked the SE Demo and this is not enabled.  I have checked the SEAO demo and they have the "Profile Option" enabled in settings.

I have looked and looked and looked and hence this posting - help 

Yes there it is right under email address thank you @Donna