Have a look at the "Status > Targets" menu of the prometheus web interface. It may tell you of scraping errors. For example, I think it's very likely with that renaming rule that you could end up with duplicate metrics after the renaming, and that will cause scrapes to fail (and therefore drop the metrics).
e.g.
metric_one{col="a"} 1
metric_two{col="a"} 2
would become:
a{col="a"} 1
a{col="a"} 2 << ERROR, duplicate metric
Otherwise, Googling suggests that it works for other people, e.g.
https://alexandre-vazquez.com/prometheus-metrics-howto-change-name/. You'll need to give more info to reproduce the problem:
1. What version of prometheus are you using?
2. Show examples of the raw metrics that you are trying to modify
However, in any case I would strongly advise against having dynamic metric names. The metric name is the type of thing being measured, and the labels distinguish which instance of that thing. I think you should therefore also describe *why* you want to change the metric names - there is almost certainly a better way to achieve what you're trying to achieve.