So I have my own server, so I have access to all permissions, etc also I know that no other admin changed anything. Through trial and error I found this to be the only way to properly change site URL.
While they say this isn't recommended, it only stops you from being able to change it via dashboard and IT WORKS.
Caveat: (WIP) All ways I have tried break the ability to update WordPress via Dashboard. It worked when I chmod 777 -R but I haven't figured out exactly where/how to fix this without chmod 777. (I only did that for testing and reverted back the backup)
I tried the follow other ways.
Via dashboard and using Velvet URL to fix URL links.
Via dashboard and find and replace all urls in SQL database.
CHMOD 777 -R (just for testing)
I didn't spend long on this thought since I Backup Wordpress site with TAR and SQL Crontab Script