We removed the ability to see filenames under thumbnails and rename filenames of photos and videos in Locker 4.0+, in order to make room for larger thumbnails and make the photo browsing experience similar to the default Photos app. So users do not need to know or worry about the filenames.
If you still wish to rename or see a filename, hold down on the Photo and tap "Share", you will see the filename on the top of the share options. To rename it, select "Save to Files" from the Share menu, and go to the Files app to rename the file. You can share it back to Locker again if you need to.