Need to add default filter
In the highlighted section I need to change it to " Change request = current change".
That should be the default filter for that Related List, so you must have a modified version in your environment. Right-click on the column headers in the Related List and choose Configure > List Control. Make sure the box is not checked for 'Omit filters'. Also check sys_ui_related_list.list in the left nav and open the record for the Table = change_request, and View = Default view. On the record for incident.rfc, make sure there is nothing in the filter.
These two steps should ensure that the expected filter is the default, and it can be changed via the funnel icon.
