Hey Nik /Maggi

here are my observations

1. you cannot pass file name in databricks api to other storage service

2. datalake /blob decides file names

3. you can rename files after saving them

Here is solution for you

###### Write your data frame to a single file with default name to a temp location "Part000-XXXXX"
TempFilePath = "wasbs://<DirectoryName>@<Subscription>.blob.core.windows.net/test"
Matrixdatadf.coalesce(1).write\
.mode("overwrite")\
.format("com.databricks.spark.csv")\
.option("header", "true")\
.save(TempFilePath)\
####### now read file from temp location write it to new location with new name and delete temp directory 
readPath = "wasbs://<DirectoryName>@<Subscription>.blob.core.windows.net/test"
writePath = "wasbs://<DirectoryName>@<Subscription>.blob.core.windows.net/MYfolder/ResultFiles"
file_list = dbutils.fs.ls(readPath) #### List out all files in temp directory
for i in file_list:
    file_path = i[0]
    file_name = i[1]
file_name
fname = "test.csv"
for i in file_list:
            if i[1].startswith("part-00000"): #### find your temp file name 
                 read_name = i[1]
# #####Move it outside to the new_dir folder and rename
dbutils.fs.mv(readPath+"/"+read_name, writePath+"/"+fname)
# #Remove the empty folder
dbutils.fs.rm(readPath , recurse= True)
<br>

Will be happy to help if some other help required