Hello goldgames,

vps4.lunarpages.com does not look like a good option because it is a name of the hardware node running your VPS server. I would also not recommend to use a non-existing domain in the server name as this would cause your email to be filtered as spam.

Now going back to your question, Virtuozzo has your hostname set in the VPS configuration files. Although, it is possible to change the hostname from within the VPS, when your VPS is rebooted, the hostname changes to the original value specified in the config. In order to make your server name change permanent, open a ticket via support by sending a ticket to dedicated@lunarpages.com

I hope this helps.