Does your dog know his name, or does he know you want his attention? Does he actually identify himself with "Rex", or has he learned a sound which means you want his attention?
Think, why would an ancient, unknowable being would have a name at all?
Their names don't define them, their names don't give us power over them. Their names are the words we've discovered that draw their attention, and you must be very cautious about drawing their attention.