It seems like my pieces are not what is here called “Linked duplicated” since f.ex. if I change one of the Pawns material the other pawns does not change material to be the same. How do I fix this?
Well, you have 2 choices. The first is to delete all the pieces and duplicate them again and ensure they are linked by checking off the little box in the operator menu. The second is to go through them individually and select the material using the drop down menu in the materials tab. 