How do I change my blog URL in Shopify?

Shopify can automatically make blog URLs, similar to WordPress's Permalink. But if you still want to edit the URL and add keywords, go to the "Search Engine Listing Preview" option. On the right side of it, click "Edit Website SEO." Once you go there, you should see the "URL and handle" section to edit the URL. Once you edit it, click save to complete the process.

I'd just like to add that you can't remove or change the blog URL "domain.com/blog." This part is the official core of your Shopify store that directs customers to that specified section. But you are free to change or edit anything apart from this root of the URL.