Some devices, like Sonos, bluetooth speakers, or PS4s, keep the connection to Spotify even after password changes, because of how the API works.
If you have physical access to the device, the best way would be to logout directly in the device.
If that's not possible, the best course of action when something like that happens is to create a new account with a different email address from the one you're using (Tip: don't use the one you use for Facebook). That will give you a different Spotify username of your choice.
Once you have this new account, fill out the contact form, and someone from Spotify will be happy to help you migrate your Premium privileges, library, playlists, friends, etc. to this new account.
Connected devices stay with the old account, so you'll have a fresh start without them.
Hope it helps. 🙂
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