First, SharePoint upgrades are scary enough without the complications
that you describe. I'd highly recommend moving to SQL server 2005 before
you upgrade. In fact, I'd also apply any OS or database SPs, run the
prep tools multiple times, run the tool (I can't remember the name) that
removes orphans and gets unghosted pages ready to move, etc.
Second, it sounds like you are not planning an InPlace or Gradual
upgrade but rather a database migration upgrade, so the entire Config
database with all the new server names/roles will already be in your new
environment. So, you really aren't changing server names, you are moving
content databases. Changing domain/server names is very difficult (may
not be possible without involving Custom Support Services), but
upgrading content databases from v2 to v3 is definitely doable. Just be
sure that you have your v3 environment completely ready; practically any
custom configuration above a Site Collection (like included Managed
Paths and Web Applications), any custom DLLs, custom site/list
definitions, custom images, in fact custom anything on the file system
must be recreated on v3 target.