If renaming via SQL is mandatory and you're okay going through a table:

1. Load the file into a temporary table.

2. Use COPY INTO @targetstage/newfilename.csv to export.

3. -- Step 1: Load to table

   COPY INTO my_temp_table FROM @inputstage;

   -- Step 2: Export with desired filename

   COPY INTO @targetstage/newfilename.csv FROM my_temp_table FILE_FORMAT = (TYPE = CSV);