Change of name in naturalization certificate- confused

[Jocelyn Celada Ortega]

I'm very confused about what to do, here's the story:
2007- married to American citizen and took his last name. I'm Mexican
2009- got conditional green card
2010- divorced but didn't request name change in divorce decree
2012 - applied for removal of conditions and got permanent green card
Here's the tricky tricky part
2014 - applied and got naturalization certificate. At the time the lawyer said to not request a name change because it was gonna take longer , so I kept my ex's last name still
2015 - I'm having a baby by the end of the year IN MEXICO due to health and family reasons. dad is Mexican as well. My health care and legal Mexican documents are under my maiden name since it's the one on my birth certificate and the one they request here for paperwork.
Can I apply for a change of name in my naturalization certificate back to my maiden name to avoid confusions with the paperwork when I go to the embassy to register my child? Do I need a court order for that? do they call u or an interview for a name change?

Sorry if it's too dumb but I'm kinda lost