Kev18, there is a lot of good conjecture in the answers above, from actual experience let me explain what I have done. My conversion example is .348 to 45/75, done about 30 years ago. At that time there was a lot less available resources of parent brass, dies, info etc.
To the part of changing the head stamp I did the following;
1. Faced off the old stamp in a lathe,
2. Recut the depth of the primer pocket.
3. Formed the rim forward at a slight angle to recover the headspace lost to machining stamping off.
4. Re-stamped caliber marking
Of course it required a lathe and the ability to use it. I made all my own dies to do not only this part but to re-form the brass also. The caliber stamp was made using "Pryor" brand steel type in 1/16" tall figures. Hopefully a picture will show up with my homemade on the right and a commercial example on the left.
P.S. I felt the same flustration as you, when I levered a shell out I wanted to see the right info looking back at me.