All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
First of all, we advise you to earnestly mention Allaah and perform Ruqyah (Quranic treatment), as the fear which you feel could be due to being possessed by the Jinn and the like, especially that you mentioned that you hear the noise of people shouting and crying. For more benefit on Ruqyah, please refer to Fatwas 91915 and 88660.
You are permitted to consult a psychiatric doctor who is specialised in treating obsessive compulsive disorders, as the Prophet, sallallaahu ‘alayhi wa sallam , said: ''O Slaves of Allaah, seek treatment. Indeed Allaah has not sent down a disease except that He sent down a cure for it.'' [At-Tirmithi]
For more benefit on how to treat obsessive compulsive disorders, please refer to Fatwas 90425 and 88124, and refer to Fatwa 89035, on how to treat the fright caused by the devil.
Furthermore, it should be noted that not all kinds of fear are considered to be a kind of Shirk (associating partners to Allaah), as there is natural fear upon which Allaah created mankind, like the fear of fire, a lion and the like. Fear could also be a disobedience but lesser than Shirk, like fearing other people to an extent that one neglects his religious obligations.
Also, fear could be a kind of Shirk, like a person fearing other people to afflict him with a disease, poverty, or disobedience, with their power and will. May Allaah cure you from this fear and whispers and grant you peace of mind.
As regards changing your name, you are not obliged to change your name, especially that your name is 'Abdul-Lateef, which denotes being a slave of Allaah. Moreover, it is permissible for people to call you by your first or last name (Lateef or Thaaqib).
Allaah Knows best.