Roro2022:
A part of me (the optimistic one) also feels that this might all be just a trap and they actually have a happy ending. I understand if they'd want to "warn" us about them not ending up together but it's just Episode 4 and they're already "too out there" with these hints. If they so desperately want us to believe that they don't end up together (desperate because within 4 episodes we've practically been given a confirmation that they won't end up together), then perhaps they will in fact be together.
1. They've used different actors to portray the older versions, perhaps to demonstrate how different the characters look after aging. Maybe that's why the daughter didn't recognise him? We've seen that happen in 18 again.
2. Maybe he changed his name after adopting a pseudonym as a reporter? Or because of some other reason? Everything else will make sense if this point is proven right.
Yes I also think that the future scenes are a trap as it would be too early to divulge or make people know what will happen in the end especially about the couple since a lot would be anticipating the romance. They might just be stirring our interest for us to look forward every week.
I agree with your points the parents might not exactly look like the way they are in the future and Baek Yi Jin might have entirely change his name for a lot of reason as do many people maybe for luck, good health whatsoever if he is superstitious. He might have also change his name due to the fact that there are a lot of creditors coming at him. It might be one of the tactics his dad have. Maybe the Kim comes from her mother or a relative that will take him in.