@pernika:
hm, good point. I was wrong. I've change Device Name, but it was not in the Developer Option. Obviously this name is in use for another things. I activated developer option on my Nexus 4 and I'm using version 4.4.2 but there is no DeviceName inside them. I tried also on Samsung Galaxy S4 mini - same result. The version is 4.2.2 .
In 4.4.2, the option I have in developer options is called "Device Hostname".
"Device Name" may be the same option. Are you using stock firmware or a custom rom, and where was the option you changed?
If you have any terminal app on your phone (or you can get one), try running the command "hostname" and see if it matches what pfsense says, or what you changed it to. (That command may work in an ADB Shell too).