rename while the guest is live is allowed because zfs is renaming the dataset metadata. the open handles / zvol major:minor the kvm process already has stay valid until close. so the guest keeps running on the old device node even after the path name moves.
after shutdown the vm config still points at the old /dev/zvol/… path, which is why start failed until you retargeted Devices. nothing in the guest filesystem gets rewritten by the rename. pool integrity is fine as long as zpool status is clean.
if you want to double check: zfs get name,creation,volsize tank/other/myzvol and confirm the vm disk path matches that new name. next time stop the vm before renaming so the ui and the zvol stay in sync.