- Select the 3-star-leaded stack to promote to GHQ
- Alt+Left Click on the unit's tab below to open the "Rename your force" interface for the stack
- Without closing that interface, promote the General to GHQ
- Change the name in the interface and press the tick

It's not perfect. The name of the General changes to the fixed name at element level so you can not do much about it, but at least I got my "Italian Oberkommando" just for the heck of it. Hopefully Pocus can fix this game-wise. Ideally, the "Rename your force" interface should come up when you set up a GHQ first time in order to baptize that GHQ. Then, changing it should change it like a regular stack. And the General's element should not change... why should Hindenburg be known as "Ober Ost"?