You remember things by parenthesizing what you want to remember in the match part of the command and you recall the remembered things using \N with some number N to replace it with what the Nth set of parens in the matching part remembered:
sed -E 's/(L[0-9]{1,2})_name([0-9]+)/\1_new_name\2/g' file.csv
See the sed manual for the full details.
EDIT: I should point out that you are allowed to use various special chars like ()[]{}+ without escaping them because you have specified -E i.e. extended regular expressions. Again the manual provides full details.