This is probably jumping the gun, as they say, but I thought I'd throw this out here for discussion. Names are an interest of mine and I don't think I am the only... ah... onomastically inclined... person out there. I think we might discover something about the thoughts, beliefs, and priorities of our imaginary society in the process of working some of this out.
Should we look at given names and surnames at the same time?
It seems most people that have expressed an opinion are at least warm to the idea that these might be people living among us, all over the world, either secretly or at least outside of common knowledge. Does it seem likely (or at least pleasing to us) that they might have a public name and a native name?
It seems likely to me that they might have native adaptations of names from the local majority culture (i.e. adapted to the phonology), and also names specific to their language/culture.