In such cases (renaming, adding empty annotation sets, ...) I recommend to work on the exported XML of a corpus:
Rightclick on corpus -> Save as ... -> GATE XML
If you look at the exported files you see the annotation sets at the end of the files (after your actual data) like this:
... data ...
</TextWithNodes>
<AnnotationSet Name="myAnnotationSet">
<Annotation Id="1" Type="AnnotationName" StartNode="11" EndNode="111">
<Feature>
<Name className="java.lang.String">feature-key</Name>
<Value className="java.lang.String">feature-value</Value>
</Feature>
...
</Annotation>
...
</AnnotationSet>
...
Simply replace whatever you need e.g. with
find . -name '*.xml' -exec sed -i 's/\>feature-key</>new-key</g' "{}" \;
(assumung that the phrase >feature-key<
is nowhere else in the document) or with your favourite text exitor and re-import the corpus again
Rightclick on an (empty) corpus -> populate