Sarah, Alexander the Great probably spelt his name like this Ἀλέξανδρος (sowwy- couldn't resist being a smart-arse )

Maz, I'm cool with non-Anglicanised spelling and traditional names from other cultures (obviously, my boys names aren't exactly traditional English handles) it's the making up a whole new spelling that bugs me. If you had decided to use William not Wilhelm and spelt it Whylyahm then my eyebrow might have popped.