Did the change to the Ferengi start in TNG?
Well Dax and Sisko did have some history prior to being assigned to Deep Space Nine, besides Montgomery Scott was often referred to as Scotty, McCoy as Bones surely they are just as unacceptable as Dax being called Old Man?
I remember the Ferengi in TNG as is "The Last Outpost" Did they somehow change in TNG?
No they are not. The Captain can use first names when he/she chooses while talking down the chain of command, but for one of his officers to make it a habit and consistently use the Captains first name is inappropriate.
Like McCoy did by calling Kirk, Jim?
Couldn't you argue it's upto the Captain to set an example, if they use first names/nick names aren't they setting the example that they are happy for those to be used? It's not like Sisko went around calling all his officers by a first name/nick name. And most of his officers rarely addressed him as Ben/Benjamin. Sure Starfleet might act as a military, but that doesn't mean it has to abide by what we consider to be military decorum today.
So you are saying the Ferengi didn't change from when we first see them in TNG until they last appearence in TNG?