This can be done but there are quite a few steps involved, also, if you upgrade the plugin at any stage in the future, you will lose these changes and have to repeat the procedure again.
1) Login to your WordPress Dashboard and go to Plugins > Editor.
2) Choose WooCommerce Print Invoices & Delivery Notes from the Select plugin to edit: dropdown menu at the top right and click Select.
3) Click on woocommerce-delivery-notes/woocommerce-delivery-notes.php under the heading Plugin Files on the right side of the page.
4) Locate the following lines in the file. You can do this just by scrolling down inside the editor box, or by doing a search (CTRL + F for Windows or CMD + F for Mac) on your browser and using Show the template title depending on type as the search term.
* Show the template title depending on type
5) Approx 4 lines under this heading you will find this line of code:
echo apply_filters( 'wcdn_template_title', __( 'Invoice', 'woocommerce-delivery-notes' ) );
6) Change the word Invoice to Tax Invoice like this:
echo apply_filters( 'wcdn_template_title', __( 'Tax Invoice', 'woocommerce-delivery-notes' ) );
7) Click on the blue Update File button underneath the editor box.
8) Make sure you get the yellow File edited successfully banner at the top of the page and you are all set!
Let me know how you go!