In the permissions ex yml it changes my name to 09e2b78d-0715-4d28-abb1-8473d3ac5995 after every time I reload. Anyone?
This is normal. PEX (and other plugins too) now need to log things with UUIDs. All players have a UUID, and it uses that to track who is who instead of the player name. If you want to learn more about UUIDs, visit: http://forums.bukkit.org/threads/psa-the-switch-to-uuids-potential-plugin-server-breakage.250915/
I'm confused, its really annoying, I have to keep going into Pex and changing it to my name, and I also lose all my permissions
You have to use your UUID from now on. While you are online, use the /pex user (your name) add (permission) as normal, the plugin will change everything for you.